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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
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General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions

The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.
Kirjailija
Qi Lü, Xu Zhang
ISBN
9783319066318
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
24.6.2014
Sivumäärä
146