ISBN: 9783319066325
The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theor… Mehr…
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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) (English Edition) - neues Buch
2014, ISBN: 9783319066325
Springer, Kindle Ausgabe, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Analysis, Naturwissenschaft & Mathematik, Fachbücher, Kate… Mehr…
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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) - neues Buch
2014, ISBN: 9783319066325
Springer, Kindle Edition, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Professional Finance, Business, Finance & Law, Subjects, B… Mehr…
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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - neues Buch
2014, ISBN: 9783319066325
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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - neues Buch
ISBN: 9783319066325
The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theor… Mehr…
Lü, Qi, Zhang, Xu:
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) (English Edition) - neues Buch2014, ISBN: 9783319066325
Springer, Kindle Ausgabe, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Analysis, Naturwissenschaft & Mathematik, Fachbücher, Kate… Mehr…
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) - neues Buch
2014
ISBN: 9783319066325
Springer, Kindle Edition, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Professional Finance, Business, Finance & Law, Subjects, B… Mehr…
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - neues Buch
ISBN: 9783319066325
*General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions* / pdf eBook für 63.99 € / Aus dem Bereich: eBooks, Fachthemen & W… Mehr…
Bibliographische Daten des bestpassenden Buches
Detailangaben zum Buch - General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
EAN (ISBN-13): 9783319066325
Erscheinungsjahr: 2014
Herausgeber: Springer-Verlag GmbH
Buch in der Datenbank seit 2015-02-07T21:52:30+01:00 (Berlin)
Detailseite zuletzt geändert am 2023-09-11T06:19:19+02:00 (Berlin)
ISBN/EAN: 9783319066325
ISBN - alternative Schreibweisen:
978-3-319-06632-5
Alternative Schreibweisen und verwandte Suchbegriffe:
Titel des Buches: evolution four dimensions, evolution equation, principle, stochastic equations infinite dimensions
Daten vom Verlag:
Autor/in: Qi Lü; Xu Zhang
Titel: SpringerBriefs in Mathematics; General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Verlag: Springer; Springer International Publishing
146 Seiten
Erscheinungsjahr: 2014-06-02
Cham; CH
Sprache: Englisch
64,19 € (DE)
66,00 € (AT)
71,00 CHF (CH)
Available
IX, 146 p. 1 illus. in color.
EA; E107; eBook; Nonbooks, PBS / Mathematik/Sonstiges; Kybernetik und Systemtheorie; Verstehen; Backward stochastics evolution equation; Optimal control; Pontryagin-type maximum principle; Stochastic evolution equations; Transportation solution; quantitative finance; C; Systems Theory, Control; Calculus of Variations and Optimization; Probability Theory; Mathematics in Business, Economics and Finance; Statistics; Mathematics and Statistics; Optimierung; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC
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.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
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