General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions:
Gespeichert in:
Hauptverfasser: | , |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Cham [u.a.]
Springer
2014
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Schriftenreihe: | SpringerBriefs in mathematics
BCAM SpringerBriefs |
Schlagworte: | |
Online-Zugang: | BTU01 FRO01 TUM01 UBA01 UBM01 UBT01 UBW01 UPA01 Volltext Abstract |
Beschreibung: | 1 Online-Ressource |
ISBN: | 9783319066318 9783319066325 |
DOI: | 10.1007/978-3-319-06632-5 |
Internformat
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Datensatz im Suchindex
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adam_text | GENERAL PONTRYAGIN-TYPE STOCHASTIC MAXIMUM PRINCIPLE AND BACKWARD
STOCHASTIC EVOLUTION EQUATIONS IN INFINITE DIMENSIONS
/ LUE, QI
: 2014
ABSTRACT / INHALTSTEXT
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
BOOKWILL BEUSEFUL FOR BOTH BEGINNERS AND EXPERTS WHO ARE INTERESTED
IN OPTIMAL CONTROL THEORY FOR STOCHASTIC EVOLUTION EQUATIONS
DIESES SCHRIFTSTUECK WURDE MASCHINELL ERZEUGT.
|
any_adam_object | 1 |
author | Lü, Qi Zhang, Xu |
author_facet | Lü, Qi Zhang, Xu |
author_role | aut aut |
author_sort | Lü, Qi |
author_variant | q l ql x z xz |
building | Verbundindex |
bvnumber | BV041995217 |
classification_tum | MAT 000 |
collection | ZDB-2-SMA |
ctrlnum | (OCoLC)882487356 (DE-599)DNB1051812747 |
dewey-full | 510 |
dewey-hundreds | 500 - Natural sciences and mathematics |
dewey-ones | 510 - Mathematics |
dewey-raw | 510 |
dewey-search | 510 |
dewey-sort | 3510 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-3-319-06632-5 |
format | Electronic eBook |
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id | DE-604.BV041995217 |
illustrated | Not Illustrated |
indexdate | 2024-07-10T01:10:08Z |
institution | BVB |
isbn | 9783319066318 9783319066325 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027437366 |
oclc_num | 882487356 |
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publishDate | 2014 |
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publisher | Springer |
record_format | marc |
series2 | SpringerBriefs in mathematics BCAM SpringerBriefs |
spelling | Lü, Qi Verfasser aut General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions Qi Lü ; Xu Zhang Cham [u.a.] Springer 2014 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier SpringerBriefs in mathematics BCAM SpringerBriefs Optimierung (DE-588)4043664-0 gnd rswk-swf Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf Evolutionsgleichung (DE-588)4129061-6 gnd rswk-swf Evolutionsgleichung (DE-588)4129061-6 s Stochastische Differentialgleichung (DE-588)4057621-8 s Optimierung (DE-588)4043664-0 s 1\p DE-604 Zhang, Xu Verfasser aut https://doi.org/10.1007/978-3-319-06632-5 Verlag Volltext Springer Fremddatenuebernahme application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027437366&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Abstract 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Lü, Qi Zhang, Xu General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions Optimierung (DE-588)4043664-0 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Evolutionsgleichung (DE-588)4129061-6 gnd |
subject_GND | (DE-588)4043664-0 (DE-588)4057621-8 (DE-588)4129061-6 |
title | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
title_auth | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
title_exact_search | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
title_full | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions Qi Lü ; Xu Zhang |
title_fullStr | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions Qi Lü ; Xu Zhang |
title_full_unstemmed | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions Qi Lü ; Xu Zhang |
title_short | General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
title_sort | general pontryagin type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions |
topic | Optimierung (DE-588)4043664-0 gnd Stochastische Differentialgleichung (DE-588)4057621-8 gnd Evolutionsgleichung (DE-588)4129061-6 gnd |
topic_facet | Optimierung Stochastische Differentialgleichung Evolutionsgleichung |
url | https://doi.org/10.1007/978-3-319-06632-5 http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027437366&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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