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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.
Forfatter
Qi Lü, Xu Zhang
ISBN
9783319066318
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
24.6.2014
Antall sider
146