The Resource General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions, by Qi Lü, Xu Zhang, (electronic resource)

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions, by Qi Lü, Xu Zhang, (electronic resource)

Label
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Title
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Statement of responsibility
by Qi Lü, Xu Zhang
Creator
Contributor
Author
Provider
Subject
Language
eng
Summary
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 book will be useful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations
Member of
http://library.link/vocab/creatorName
Lü, Qi
Image bit depth
0
LC call number
  • Q295
  • QA402.3-402.37
Literary form
non fiction
http://library.link/vocab/relatedWorkOrContributorName
  • Zhang, Xu.
  • SpringerLink
Series statement
SpringerBriefs in Mathematics,
http://library.link/vocab/subjectName
  • Mathematics
  • Finance
  • Systems theory
  • Mathematical optimization
  • Distribution (Probability theory)
  • Statistics
  • Mathematics
  • Systems Theory, Control
  • Calculus of Variations and Optimal Control; Optimization
  • Probability Theory and Stochastic Processes
  • Quantitative Finance
  • Statistics, general
Label
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions, by Qi Lü, Xu Zhang, (electronic resource)
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
IX, 146 p. 1 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319066325
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-06632-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-06632-5
Label
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions, by Qi Lü, Xu Zhang, (electronic resource)
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Dimensions
unknown
Extent
IX, 146 p. 1 illus. in color.
File format
multiple file formats
Form of item
electronic
Isbn
9783319066325
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other control number
10.1007/978-3-319-06632-5
Other physical details
online resource.
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(DE-He213)978-3-319-06632-5

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