Optimal Feedback For Stochastic Linear Quadratic Control And Backward Stochastic Riccati Equations In Infinite Dimensions
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Optimal Feedback For Stochastic Linear Quadratic Control And Backward Stochastic Riccati Equations In Infinite Dimensions
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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.
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Stochastic Linear Quadratic Optimal Control Theory Open Loop And Closed Loop Solutions
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Author : Jingrui Sun
language : en
Publisher: Springer Nature
Release Date : 2020-06-29
Stochastic Linear Quadratic Optimal Control Theory Open Loop And Closed Loop Solutions written by Jingrui Sun and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-29 with Mathematics categories.
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues – the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Mathematical Control Theory For Stochastic Partial Differential Equations
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Author : Qi Lü
language : en
Publisher: Springer Nature
Release Date : 2021-10-19
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 2021-10-19 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.
Control And Inverse Problems For Partial Differential Equations
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Author : Bao Gang
language : en
Publisher: World Scientific
Release Date : 2019-04-08
Control And Inverse Problems For Partial Differential Equations written by Bao Gang and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-04-08 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.
Stochastic Linear Quadratic Optimal Control Theory Differential Games And Mean Field Problems
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Author : Jingrui Sun
language : en
Publisher: Springer Nature
Release Date : 2020-06-29
Stochastic Linear Quadratic Optimal Control Theory Differential Games And Mean Field Problems written by Jingrui Sun and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-06-29 with Mathematics categories.
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Almost Sure Scattering For The One Dimensional Nonlinear Schr Dinger Equation
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Author : Nicolas Burq
language : en
Publisher: American Mathematical Society
Release Date : 2024-05-15
Almost Sure Scattering For The One Dimensional Nonlinear Schr Dinger Equation written by Nicolas Burq 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 2024-05-15 with Mathematics categories.
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Local Lipschitz Continuity In The Initial Value And Strong Completeness For Nonlinear Stochastic Differential Equations
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Author : Sonja Cox
language : en
Publisher: American Mathematical Society
Release Date : 2024-05-15
Local Lipschitz Continuity In The Initial Value And Strong Completeness For Nonlinear Stochastic Differential Equations written by Sonja Cox 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 2024-05-15 with Mathematics categories.
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Mixed Hodge Structures On Alexander Modules
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Author : Eva Elduque
language : en
Publisher: American Mathematical Society
Release Date : 2024-05-15
Mixed Hodge Structures On Alexander Modules written by Eva Elduque 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 2024-05-15 with Mathematics categories.
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Higher Airy Structures Mathcal W Algebras And Topological Recursion
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Author : Gaëtan Borot
language : en
Publisher: American Mathematical Society
Release Date : 2024-05-15
Higher Airy Structures Mathcal W Algebras And Topological Recursion written by Gaëtan Borot 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 2024-05-15 with Mathematics categories.
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Dehn Fillings Of Knot Manifolds Containing Essential Twice Punctured Tori
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Author : Steven Boyer
language : en
Publisher: American Mathematical Society
Release Date : 2024-04-17
Dehn Fillings Of Knot Manifolds Containing Essential Twice Punctured Tori written by Steven Boyer 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 2024-04-17 with Mathematics categories.
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