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Mathematical Control Theory for Stochastic Partial Differential Equations

Mathematical Control Theory for Stochastic Partial Differential Equations

Paperback

Series: Probability Theory and Stochastic Modelling, Book 101

CalculusGeneral ScienceProbability & Statistics

ISBN10: 3030823334
ISBN13: 9783030823337
Publisher: Springer Nature
Published: Sep 18 2022
Pages: 592
Weight: 1.85
Height: 1.23 Width: 6.14 Depth: 9.21
Language: English
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.

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