General Pontryagin Type Stochastic Maximum Principle And Backward Stochastic Evolution Equations In Infinite Dimensions
DOWNLOAD
Download General Pontryagin Type Stochastic Maximum Principle And Backward Stochastic Evolution Equations In Infinite Dimensions PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get General Pontryagin Type Stochastic Maximum Principle And Backward Stochastic Evolution Equations In Infinite Dimensions book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
General Pontryagin Type Stochastic Maximum Principle And Backward Stochastic Evolution Equations In Infinite Dimensions
DOWNLOAD
Author : Qi Lü
language : en
Publisher: Springer
Release Date : 2014-06-02
General Pontryagin Type Stochastic Maximum Principle And Backward Stochastic Evolution Equations In Infinite Dimensions written by Qi Lü and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-02 with Science categories.
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.
General Pontryagin Type Stochastic Maximum Principle And Backward Stochastic Evolution Equations In Infinite Dimensions
DOWNLOAD
Author : Qi Lu
language : en
Publisher:
Release Date : 2014-06-30
General Pontryagin Type Stochastic Maximum Principle And Backward Stochastic Evolution Equations In Infinite Dimensions written by Qi Lu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-30 with categories.
Stochastic Optimal Control In Infinite Dimension
DOWNLOAD
Author : Giorgio Fabbri
language : en
Publisher: Springer
Release Date : 2017-06-22
Stochastic Optimal Control In Infinite Dimension written by Giorgio Fabbri and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-06-22 with Mathematics categories.
Providing an introduction to stochastic optimal control in infinite dimension, this book gives a complete account of the theory of second-order HJB equations in infinite-dimensional Hilbert spaces, focusing on its applicability to associated stochastic optimal control problems. It features a general introduction to optimal stochastic control, including basic results (e.g. the dynamic programming principle) with proofs, and provides examples of applications. A complete and up-to-date exposition of the existing theory of viscosity solutions and regular solutions of second-order HJB equations in Hilbert spaces is given, together with an extensive survey of other methods, with a full bibliography. In particular, Chapter 6, written by M. Fuhrman and G. Tessitore, surveys the theory of regular solutions of HJB equations arising in infinite-dimensional stochastic control, via BSDEs. The book is of interest to both pure and applied researchers working in the control theory of stochastic PDEs, and in PDEs in infinite dimension. Readers from other fields who want to learn the basic theory will also find it useful. The prerequisites are: standard functional analysis, the theory of semigroups of operators and its use in the study of PDEs, some knowledge of the dynamic programming approach to stochastic optimal control problems in finite dimension, and the basics of stochastic analysis and stochastic equations in infinite-dimensional spaces.
Control And Inverse Problems For Partial Differential Equations
DOWNLOAD
Author : Gang Bao
language : en
Publisher: World Scientific
Release Date : 2019-04-03
Control And Inverse Problems For Partial Differential Equations written by Gang Bao and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-03 with Mathematics categories.
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.
Mathematical Control Theory For Stochastic Partial Differential Equations
DOWNLOAD
Author : Qi Lü
language : en
Publisher: Springer Nature
Release Date : 2021-09-17
Mathematical Control Theory For Stochastic Partial Differential Equations written by Qi Lü and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-17 with Science categories.
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.
Positivity And Noncommutative Analysis
DOWNLOAD
Author : Gerard Buskes
language : en
Publisher: Springer
Release Date : 2019-08-09
Positivity And Noncommutative Analysis written by Gerard Buskes and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-09 with Mathematics categories.
Capturing the state of the art of the interplay between positivity, noncommutative analysis, and related areas including partial differential equations, harmonic analysis, and operator theory, this volume was initiated on the occasion of the Delft conference in honour of Ben de Pagter's 65th birthday. It will be of interest to researchers in positivity, noncommutative analysis, and related fields. Contributions by Shavkat Ayupov, Amine Ben Amor, Karim Boulabiar, Qingying Bu, Gerard Buskes, Martijn Caspers, Jurie Conradie, Garth Dales, Marcel de Jeu, Peter Dodds, Theresa Dodds, Julio Flores, Jochen Glück, Jacobus Grobler, Wolter Groenevelt, Markus Haase, Klaas Pieter Hart, Francisco Hernández, Jamel Jaber, Rien Kaashoek, Turabay Kalandarov, Anke Kalauch, Arkady Kitover, Erik Koelink, Karimbergen Kudaybergenov, Louis Labuschagne, Yongjin Li, Nick Lindemulder, Emiel Lorist, Qi Lü, Miek Messerschmidt, Susumu Okada, Mehmet Orhon, Denis Potapov, Werner Ricker, Stephan Roberts, Pablo Román, Anton Schep, Claud Steyn, Fedor Sukochev, James Sweeney, Guido Sweers, Pedro Tradacete, Jan Harm van der Walt, Onno van Gaans, Jan van Neerven, Arnoud van Rooij, Freek van Schagen, Dominic Vella, Mark Veraar, Anthony Wickstead, Marten Wortel, Ivan Yaroslavtsev, and Dmitriy Zanin.
Numerical Control Part A
DOWNLOAD
Author :
language : en
Publisher: Elsevier
Release Date : 2022-02-15
Numerical Control Part A written by and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-15 with Mathematics categories.
Numerical Control: Part A, Volume 23 in the Handbook of Numerical Analysis series, highlights new advances in the field, with this new volume presenting interesting chapters written by an international board of authors. Chapters in this volume include Numerics for finite-dimensional control systems, Moments and convex optimization for analysis and control of nonlinear PDEs, The turnpike property in optimal control, Structure-Preserving Numerical Schemes for Hamiltonian Dynamics, Optimal Control of PDEs and FE-Approximation, Filtration techniques for the uniform controllability of semi-discrete hyperbolic equations, Numerical controllability properties of fractional partial differential equations, Optimal Control, Numerics, and Applications of Fractional PDEs, and much more. - Provides the authority and expertise of leading contributors from an international board of authors - Presents the latest release in the Handbook of Numerical Analysis series - Updated release includes the latest information on Numerical Control
Optimal Feedback For Stochastic Linear Quadratic Control And Backward Stochastic Riccati Equations In Infinite Dimensions
DOWNLOAD
Author : Qi Lü
language : en
Publisher: American Mathematical Society
Release Date : 2024-03-18
Optimal Feedback For Stochastic Linear Quadratic Control And Backward Stochastic Riccati Equations In Infinite Dimensions written by Qi Lü and has been published by American Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-03-18 with Mathematics categories.
View the abstract.
Weak And Measure Valued Solutions To Evolutionary Pdes
DOWNLOAD
Author : J. Malek
language : en
Publisher: CRC Press
Release Date : 2019-08-16
Weak And Measure Valued Solutions To Evolutionary Pdes written by J. Malek and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-08-16 with Mathematics categories.
This book provides a concise treatment of the theory of nonlinear evolutionary partial differential equations. It provides a rigorous analysis of non-Newtonian fluids, and outlines its results for applications in physics, biology, and mechanical engineering.
Calculus Of Variations And Optimal Control Theory
DOWNLOAD
Author : Daniel Liberzon
language : en
Publisher: Princeton University Press
Release Date : 2012
Calculus Of Variations And Optimal Control Theory written by Daniel Liberzon and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012 with Mathematics categories.
This textbook offers a concise yet rigorous introduction to calculus of variations and optimal control theory, and is a self-contained resource for graduate students in engineering, applied mathematics, and related subjects. Designed specifically for a one-semester course, the book begins with calculus of variations, preparing the ground for optimal control. It then gives a complete proof of the maximum principle and covers key topics such as the Hamilton-Jacobi-Bellman theory of dynamic programming and linear-quadratic optimal control. Calculus of Variations and Optimal Control Theory also traces the historical development of the subject and features numerous exercises, notes and references at the end of each chapter, and suggestions for further study. Offers a concise yet rigorous introduction Requires limited background in control theory or advanced mathematics Provides a complete proof of the maximum principle Uses consistent notation in the exposition of classical and modern topics Traces the historical development of the subject Solutions manual (available only to teachers) Leading universities that have adopted this book include: University of Illinois at Urbana-Champaign ECE 553: Optimum Control Systems Georgia Institute of Technology ECE 6553: Optimal Control and Optimization University of Pennsylvania ESE 680: Optimal Control Theory University of Notre Dame EE 60565: Optimal Control