Stochastic Optimal Control in Infinite Dimension

Discover the intricate world of stochastic optimal control with "Stochastic Optimal Control in Infinite Dimension" by Giorgio Fabbri. Published by Springer International Publishing AG in 2018, this comprehensive guide spans an impressive 916 pages, offering a thorough exploration of the theory behind second-order Hamilton-Jacobi-Bellman (HJB) equations within infinite-dimensional Hilbert spaces. Fabbri expertly unravels the complexities of stochastic optimal control problems, making this book an invaluable resource for both students and professionals in the field. This softcover reprint of the original 1st edition from 2017 is designed not only to inform but to inspire. Whether you are delving into the subject for the first time or seeking to deepen your existing knowledge, this work is a must-have addition to your collection. Enhance your understanding and push the boundaries of your research with this essential text!