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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions

Softcover ISBN: | 978-1-4704-6875-0 |
Product Code: | MEMO/294/1467 |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
eBook ISBN: | 978-1-4704-7755-4 |
Product Code: | MEMO/294/1467.E |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
Softcover ISBN: | 978-1-4704-6875-0 |
eBook: ISBN: | 978-1-4704-7755-4 |
Product Code: | MEMO/294/1467.B |
List Price: | $170.00 $127.50 |
MAA Member Price: | $153.00 $114.75 |
AMS Member Price: | $136.00 $102.00 |

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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
Softcover ISBN: | 978-1-4704-6875-0 |
Product Code: | MEMO/294/1467 |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
eBook ISBN: | 978-1-4704-7755-4 |
Product Code: | MEMO/294/1467.E |
List Price: | $85.00 |
MAA Member Price: | $76.50 |
AMS Member Price: | $68.00 |
Softcover ISBN: | 978-1-4704-6875-0 |
eBook ISBN: | 978-1-4704-7755-4 |
Product Code: | MEMO/294/1467.B |
List Price: | $170.00 $127.50 |
MAA Member Price: | $153.00 $114.75 |
AMS Member Price: | $136.00 $102.00 |
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Book DetailsMemoirs of the American Mathematical SocietyVolume: 294; 2024; 107 ppMSC: Primary 60; Secondary 93
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Table of Contents
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Chapters
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1. Introduction
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2. Statement of the main results
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3. Some preliminary results
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4. Proof of the first main result
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5. Proof of the second main result
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6. Existence of transposition solutions to some operator-valued BSREs
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7. Some examples of controlled SPDEs
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Additional Material
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RequestsReview Copy – for publishers of book reviewsAccessibility – to request an alternate format of an AMS title
- Book Details
- Table of Contents
- Additional Material
- Requests
Volume: 294; 2024; 107 pp
MSC: Primary 60; Secondary 93
-
Chapters
-
1. Introduction
-
2. Statement of the main results
-
3. Some preliminary results
-
4. Proof of the first main result
-
5. Proof of the second main result
-
6. Existence of transposition solutions to some operator-valued BSREs
-
7. Some examples of controlled SPDEs
Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.