General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Lü, Qi (Autor), Zhang, Xu (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Colección:SpringerBriefs in Mathematics,
Temas:
System theory.
Control theory.
Mathematical optimization.
Calculus of variations.
Probabilities.
Social sciences-Mathematics.
Statistics .
Systems Theory, Control .
Calculus of Variations and Optimization.
Probability Theory.
Mathematics in Business, Economics and Finance.
Statistics.
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-3-319-06632-5
003 DE-He213
005 20230412152509.0
007 cr nn 008mamaa
008 140602s2014 sz | s |||| 0|eng d
020 |a 9783319066325  |9 978-3-319-06632-5 
024 7 |a 10.1007/978-3-319-06632-5  |2 doi 
050 4 |a Q295 
050 4 |a QA402.3-402.37 
072 7 |a GPFC  |2 bicssc 
072 7 |a SCI064000  |2 bisacsh 
072 7 |a GPFC  |2 thema 
082 0 4 |a 003  |2 23 
100 1 |a Lü, Qi.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions  |h [electronic resource] /  |c by Qi Lü, Xu Zhang. 
250 |a 1st ed. 2014. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2014. 
300 |a IX, 146 p. 1 illus. in color.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
490 1 |a SpringerBriefs in Mathematics,  |x 2191-8201 
520 |a The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theory is by now well-developed in the deterministic infinite dimensional setting and for the stochastic differential equations. However, very little is known about the same problem but for controlled stochastic (infinite dimensional) evolution equations when the diffusion term contains the control variables and the control domains are allowed to be non-convex. Indeed, it is one of the longstanding unsolved problems in stochastic control theory to establish the Pontryagintype maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations. 
650 0 |a System theory. 
650 0 |a Control theory. 
650 0 |a Mathematical optimization. 
650 0 |a Calculus of variations. 
650 0 |a Probabilities. 
650 0 |a Social sciences-Mathematics. 
650 0 |a Statistics . 
650 1 4 |a Systems Theory, Control . 
650 2 4 |a Calculus of Variations and Optimization. 
650 2 4 |a Probability Theory. 
650 2 4 |a Mathematics in Business, Economics and Finance. 
650 2 4 |a Statistics. 
700 1 |a Zhang, Xu.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783319066332 
776 0 8 |i Printed edition:  |z 9783319066318 
830 0 |a SpringerBriefs in Mathematics,  |x 2191-8201 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-3-319-06632-5  |z Texto Completo 
912 |a ZDB-2-SMA 
912 |a ZDB-2-SXMS 
950 |a Mathematics and Statistics (SpringerNature-11649) 
950 |a Mathematics and Statistics (R0) (SpringerNature-43713) 

Ejemplares similares