Cantitate/Preț
Produs

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

Autor Qi Lü, Xu Zhang
en Limba Engleză Paperback – 24 iun 2014
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 Pontryagin type 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.
Citește tot Restrânge

Din seria SpringerBriefs in Mathematics

Preț: 42984 lei

Nou

Puncte Express: 645

Preț estimativ în valută:
8227 8679$ 6856£

Carte tipărită la comandă

Livrare economică 02-16 ianuarie 25

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783319066318
ISBN-10: 3319066315
Pagini: 156
Ilustrații: IX, 146 p. 1 illus. in color.
Dimensiuni: 155 x 235 x 8 mm
Greutate: 0.23 kg
Ediția:2014
Editura: Springer International Publishing
Colecția Springer
Seria SpringerBriefs in Mathematics

Locul publicării:Cham, Switzerland

Public țintă

Research

Cuprins

1 Introduction.- 2 Preliminaries.- 3 Well-posedness of the vector-valued BSEEs.- 4 Well-posedness result for the operator-valued BSEEs with special data.- 5 Sequential Banach-Alaoglu-type theorems in the operator version.- 6 Well-posedness of the operator-valued BSEEs in the general case.- 7 Some properties of the relaxed transposition solutions to the operator-valued BSEEs.- 8 Necessary condition for optimal controls, the case of convex control domains.- 9 Necessary condition for optimal controls, the case of non-convex control domains.

Textul de pe ultima copertă

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.

Caracteristici

First monograph on Pontryagin-type maximum principle for stochastic evolution equations Provides useful approach to the topic, useful for both beginners and experts Provides detailed proof for most of results faced in the book Includes supplementary material: sn.pub/extras