facebook

Mathematical Control Theory for Stochastic Partial Differential Equations (Probability Theory and Stochastic Modelling #101) (Hardcover)

Mathematical Control Theory for Stochastic Partial Differential Equations (Probability Theory and Stochastic Modelling #101) By Qi Lü, Xu Zhang Cover Image
$169.99
Not in Stock. Available to Order.

Description


1 Introduction.- 2 Some Preliminaries in Stochastic Calculus.- 3 Stochastic Evolution Equations.- 4 Backward Stochastic Evolution Equations.- 5 Control Problems in Stochastic Distributed Parameter Systems.- 6 Controllability for Stochastic Differential Equations in Finite Dimensions.- 7 Controllability for Stochastic Linear Evolution Equations.- 8 Exact Controllability for Stochastic Transport Equations.- 9 Controllability and Observability of Stochastic Parabolic Systems.- 10 Exact Controllability for a Refined Stochastic Wave Equation.- 11 Exact Controllability for Stochastic Schr dinger Equations.- 12 Pontryagin-Type Stochastic Maximum Principle.- 13 Linear Quadratic Optimal Control Problems.- References.- Index.


Product Details
ISBN: 9783030823306
ISBN-10: 303082330X
Publisher: Springer
Publication Date: September 18th, 2021
Pages: 592
Language: English
Series: Probability Theory and Stochastic Modelling