General Pontryagin-Type Stochastic Maximum Principle and by Qi Lü,Xu Zhang PDF

By Qi Lü,Xu Zhang

ISBN-10: 3319066315

ISBN-13: 9783319066318

The classical Pontryagin greatest precept (addressed to deterministic finite dimensional keep an eye on structures) is among the 3 milestones in sleek keep an eye on thought. The corresponding conception is through now well-developed within the deterministic endless dimensional atmosphere and for the stochastic differential equations. in spite of the fact that, little or no is understood concerning the related challenge yet for managed stochastic (infinite dimensional) evolution equations while the diffusion time period comprises the keep watch over variables and the keep an eye on domain names are allowed to be non-convex. certainly, it really is one of many longstanding unsolved difficulties in stochastic keep watch over idea to set up the Pontryagin kind greatest precept for this type of common regulate structures: this booklet goals to offer an answer to this challenge. This book will be useful for either novices and specialists who're attracted to optimum keep an eye on concept for stochastic evolution equations.

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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) by Qi Lü,Xu Zhang


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