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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Lu, Qi; Zhang, Xu
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Description for General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Paperback. Series: SpringerBriefs in Mathematics. Num Pages: 155 pages, 1 colour illustrations, biography. BIC Classification: GPFC; KF; PBKQ; PBT. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 9. Weight in Grams: 248.
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 ... Read more
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 ... Read more
Product Details
Format
Paperback
Publication date
2014
Publisher
Springer International Publishing AG Switzerland
Number of pages
155
Condition
New
Series
SpringerBriefs in Mathematics
Number of Pages
146
Place of Publication
Cham, Switzerland
ISBN
9783319066318
SKU
V9783319066318
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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