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…

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., Springer<

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…

Springer, Kindle Ausgabe, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Analysis, Naturwissenschaft & Mathematik, Fachbücher, Kategorien, Bücher, Statistik, Naturwissenschaften & Technik, Fremdsprachige Bücher, Nachschlagewerke, Fremdsprachige eBooks, Kindle eBooks, Kindle-Shop, Wirtschaft, Wissenschaft & Natur, Wahrscheinlichkeit & Statistik, Angewandte Mathematik, Englische eBooks, Nach Sprache, Infinitesimalrechnung, Reine Mathematik, Akustik & Schall, Physik, Chaos & Systeme, Systemtheorie, Format: Kindle eBook, Springer, 2014<

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…

Springer, Kindle Edition, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Professional Finance, Business, Finance & Law, Subjects, Books, Reference, Applied Mathematics, Mathematics, Science, Nature & Maths, Mathematical Analysis, Probability & Statistics, Statistics & Probability, Scientific, Technical & Medical, Calculus & Mathematical Analysis, Science & Maths, Kindle eBooks, Categories, Kindle Store, Chaos & Systems, Pure Mathematics, Acoustics & Sound, Physics, System Theory, Format: Kindle eBook, Springer, 2014<

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…

*General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions* / pdf eBook für 63.99 € / Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik Medien > Bücher nein eBook als pdf eBooks > Fachthemen & Wissenschaft > Mathematik, Springer-Verlag GmbH<

2014, ISBN: 9783319066325

eBooks, eBook Download (PDF), 2014, [PU: Springer International Publishing], Seiten: 146, Springer International Publishing, 2014