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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

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The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory.
Författare
Qi Lü, Xu Zhang
ISBN
9783319066318
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2014-06-24
Sidor
146