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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Authors: Lü, Qi (Author), Zhang, Xu (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edition:1st ed. 2014.
Series:SpringerBriefs in Mathematics,
Subjects:
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.
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