Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions PDF Download

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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions

Author: Qi Lü
Publisher: American Mathematical Society
ISBN: 1470468751
Category : Mathematics
Languages : en
Pages : 120

Book Description
View the abstract.

Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions

Author: Qi Lü
Publisher: American Mathematical Society
ISBN: 1470468751
Category : Mathematics
Languages : en
Pages : 120

Book Description
View the abstract.

Mathematical Control Theory for Stochastic Partial Differential Equations

Author: Qi Lü
Publisher: Springer Nature
ISBN: 3030823318
Category : Science
Languages : en
Pages : 592

Book Description
This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a certain sense, the stochastic distributed parameter control system is the most general control system in the context of classical physics. Accordingly, studying this field may also yield valuable insights into quantum control systems. A basic grasp of functional analysis, partial differential equations, and control theory for deterministic systems is the only prerequisite for reading this book.

Control And Inverse Problems For Partial Differential Equations

Author: Gang Bao
Publisher: World Scientific
ISBN: 9813276169
Category : Mathematics
Languages : en
Pages : 263

Book Description
This book is a collection of lecture notes for the LIASFMA Hangzhou Autumn School on 'Control and Inverse Problems for Partial Differential Equations' which was held during October 17-22, 2016 at Zhejiang University, Hangzhou, China. This autumn school is one of the activities organized by Sino-French International Associate Laboratory in Applied Mathematics (LIASFMA). Established jointly by eight institutions in China and France in 2014, LIASFMA aims at providing a platform for many leading French and Chinese mathematicians to conduct in-depth researches, extensive exchanges, and student training in broad areas of applied mathematics.The book provides the readers with a unique and valuable opportunity to learn from and communicate with leading experts in control and inverse problems. And the readers are exposed not only to the basic theories and methods but also to the forefront of research directions in both fields.

Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions PDF Download

Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions

Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions

Mathematical Control Theory for Stochastic Partial Differential Equations

Control And Inverse Problems For Partial Differential Equations

Almost Sure Scattering for the One Dimensional Nonlinear Schrödinger Equation

Asymptotic Completeness for a Scalar Quasilinear Wave Equation Satisfying the Weak Null Condition

Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations

Cubical Models of $(infty ,1)$-Categories

On Refined Conjectures of Birch and Swinnerton-Dyer Type for Hasse–Weil–Artin $L$-Series

A Plethora of Cluster Structures on $GL_n$

Simple Supercuspidal $L$-Packets of Quasi-Split Classical Groups