Mathematical Control Theory for Stochastic Partial Differential Equations: 101 (Probability Theory and Stochastic Modelling, 101)

Lü, Qi/ Zhang, Xu

ISBN 10: 3030823334 / ISBN 13: 9783030823337

Edité par Springer, 2022

A propos de cet article

605 pages. 9.25x6.10x1.42 inches. In Stock. N° de réf. du vendeur x-3030823334

Détails bibliographiques

Titre : Mathematical Control Theory for Stochastic ...

Éditeur : Springer

Date d'édition : 2022

Reliure : Paperback

Etat : Brand New

A propos de ce titre

Synopsis :

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 Schrödinger Equations.- 12 Pontryagin-Type Stochastic Maximum Principle.- 13 Linear Quadratic Optimal Control Problems.- References.- Index.

À propos de l?auteur:

Qi Lü is a professor at School of Mathematics, Sichuan University, Chengdu, China. He is currently an associate editor/editorial board member of several journals including Systems & Control Letters. His research interests include control theory for deterministic and stochastic partial differential equations and stochastic analysis.

Xu Zhang is a Cheung Kong Scholar Distinguished Professor at School of Mathematics, Sichuan University, Chengdu, China. He is a sectional speaker at International Congress of Mathematicians (Control Theory & Optimization Section, 2010). He is/was the editor in chief/corresponding editor/associate editor for several journals including Mathematical Control and Related Fields, ESAIM: Control, Optimisation and Calculus of Variations, and SIAM Journal on Control and Optimization. His research interests include control theory, partial differential equations and stochastic analysis.