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HJB Equations Through Backward Stochastic Differential Equations

  • Marco Fuhrman
  • Gianmario TessitoreEmail author
Part of the Probability Theory and Stochastic Modelling book series (PTSM, volume 82)

Abstract

This last chapter of the book completes the picture of the main methods used to study second-order HJB equations in Hilbert spaces and related optimal control problems by presenting a survey of results that can be achieved with the techniques of Backward SDEs in infinite dimension.

Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Dipartimento di MatematicaUniversità degli studi di MilanoMilanoItaly
  2. 2.Dipartimento di Matematica e ApplicazioniUniversità degli studi di Milano-BicoccaMilanoItaly

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