Stochastic optimal control in infinite dimension : dynamic programming and HJB equations

By Giorgio Fabbri, Fausto Gozzi, Andrzej Swiech. 2017

177 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/5550429c3c765474a33b4e3fc7891b40fa297136