| 书目名称 | General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions |
| 编辑 | Qi Lü,Xu Zhang |
| 视频video | |
| 概述 | First monograph on Pontryagin-type maximum principle for stochastic evolution equations.Provides useful approach to the topic, useful for both beginners and experts.Provides detailed proof for most of |
| 丛书名称 | SpringerBriefs in Mathematics |
| 图书封面 |  |
| 描述 | 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. |
| 出版日期 | Book 2014 |
| 关键词 | Backward stochastics evolution equation; Optimal control; Pontryagin-type maximum principle; Stochastic |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-319-06632-5 |
| isbn_softcover | 978-3-319-06631-8 |
| isbn_ebook | 978-3-319-06632-5Series ISSN 2191-8198 Series E-ISSN 2191-8201 |
| issn_series | 2191-8198 |
| copyright | The Author(s) 2014 |
发表于 2025-3-21 16:44:12
