ISBN: 9783319066325
The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theor… Altro …
| Springer.com Nr. 978-3-319-06632-5. Costi di spedizione:Worldwide free shipping, , DE. (EUR 0.00) Details... |
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) (English Edition) - nuovo libro
2014, ISBN: 9783319066325
Springer, Kindle Ausgabe, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Analysis, Naturwissenschaft & Mathematik, Fachbücher, Kate… Altro …
| amazon.de |
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) - nuovo libro
2014, ISBN: 9783319066325
Springer, Kindle Edition, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Professional Finance, Business, Finance & Law, Subjects, B… Altro …
| amazon.co.uk |
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - nuovo libro
ISBN: 9783319066325
*General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions* / pdf eBook für 63.99 € / Aus dem Bereich: eBooks, Fachthemen & W… Altro …
| Hugendubel.de Costi di spedizione:In stock (Download), , Versandkostenfrei nach Hause oder Express-Lieferung in Ihre Buchhandlung., DE. (EUR 0.00) Details... |
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - nuovo libro
2014, ISBN: 9783319066325
eBooks, eBook Download (PDF), 2014, [PU: Springer International Publishing], Seiten: 146, Springer International Publishing, 2014
| lehmanns.de Costi di spedizione:Download sofort lieferbar. (EUR 0.00) Details... |
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - nuovo libro
ISBN: 9783319066325
The classical Pontryagin maximum principle (addressed to deterministic finite dimensional control systems) is one of the three milestones in modern control theory. The corresponding theor… Altro …
Lü, Qi, Zhang, Xu:
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) (English Edition) - nuovo libro2014, ISBN: 9783319066325
Springer, Kindle Ausgabe, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Analysis, Naturwissenschaft & Mathematik, Fachbücher, Kate… Altro …
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics) - nuovo libro
2014
ISBN: 9783319066325
Springer, Kindle Edition, Auflage: 2014, 155 Seiten, Publiziert: 2014-06-02T00:00:00.000Z, Produktgruppe: Digital Ebook Purchas, Professional Finance, Business, Finance & Law, Subjects, B… Altro …
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - nuovo libro
ISBN: 9783319066325
*General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions* / pdf eBook für 63.99 € / Aus dem Bereich: eBooks, Fachthemen & W… Altro …
General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions - nuovo libro
2014, ISBN: 9783319066325
eBooks, eBook Download (PDF), 2014, [PU: Springer International Publishing], Seiten: 146, Springer International Publishing, 2014
Dati bibliografici del miglior libro corrispondente
Informazioni dettagliate del libro - General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
EAN (ISBN-13): 9783319066325
Anno di pubblicazione: 2014
Editore: Springer-Verlag GmbH
Libro nella banca dati dal 2015-02-07T21:52:30+01:00 (Zurich)
Pagina di dettaglio ultima modifica in 2023-09-11T06:19:19+02:00 (Zurich)
ISBN/EAN: 9783319066325
ISBN - Stili di scrittura alternativi:
978-3-319-06632-5
Stili di scrittura alternativi e concetti di ricerca simili:
Titolo del libro: evolution four dimensions, evolution equation, principle, stochastic equations infinite dimensions
Dati dell'editore
Autore: Qi Lü; Xu Zhang
Titolo: SpringerBriefs in Mathematics; General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions
Editore: Springer; Springer International Publishing
146 Pagine
Anno di pubblicazione: 2014-06-02
Cham; CH
Lingua: Inglese
64,19 € (DE)
66,00 € (AT)
71,00 CHF (CH)
Available
IX, 146 p. 1 illus. in color.
EA; E107; eBook; Nonbooks, PBS / Mathematik/Sonstiges; Kybernetik und Systemtheorie; Verstehen; Backward stochastics evolution equation; Optimal control; Pontryagin-type maximum principle; Stochastic evolution equations; Transportation solution; quantitative finance; C; Systems Theory, Control; Calculus of Variations and Optimization; Probability Theory; Mathematics in Business, Economics and Finance; Statistics; Mathematics and Statistics; Optimierung; Wahrscheinlichkeitsrechnung und Statistik; Stochastik; Angewandte Mathematik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC
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 Pontryagintype 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.First monograph on Pontryagin-type maximum principle for stochastic evolution equations Provides useful approach to the topic, useful for both beginners and experts Provides detailed proof for most of results faced in the book Includes supplementary material: sn.pub/extras
Altri libri che potrebbero essere simili a questo:
Ultimo libro simile:
9783319066318 General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Lu Qi Zhang Xu)
- 9783319066318 General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (Lu Qi Zhang Xu)
- [General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions] (By: Qi Lu) [published: June, 2014] (Qi Lu)
< Per archiviare...