Optimal Feedback For Stochastic Linear Quadratic Control And Backward Stochastic Riccati Equations In Infinite Dimensions PDF Download
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Author | : Qi Lü |
Publisher | : American Mathematical Society |
Total Pages | : 120 |
Release | : 2024-03-18 |
Genre | : Mathematics |
ISBN | : 1470468751 |
Download Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions Book in PDF, ePub and Kindle
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Author | : Jingrui Sun |
Publisher | : Springer Nature |
Total Pages | : 129 |
Release | : 2020-06-29 |
Genre | : Mathematics |
ISBN | : 3030209229 |
Download Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions Book in PDF, ePub and Kindle
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.
Author | : Qi Lü |
Publisher | : Springer Nature |
Total Pages | : 592 |
Release | : 2021-10-19 |
Genre | : Science |
ISBN | : 3030823318 |
Download Mathematical Control Theory for Stochastic Partial Differential Equations Book in PDF, ePub and Kindle
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.
Author | : Bao Gang |
Publisher | : World Scientific |
Total Pages | : 264 |
Release | : 2019-04-08 |
Genre | : Mathematics |
ISBN | : 9813276169 |
Download Control And Inverse Problems For Partial Differential Equations Book in PDF, ePub and Kindle
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.
Author | : Nicolas Burq |
Publisher | : American Mathematical Society |
Total Pages | : 102 |
Release | : 2024-05-15 |
Genre | : Mathematics |
ISBN | : 1470469790 |
Download Almost Sure Scattering for the One Dimensional Nonlinear Schrödinger Equation Book in PDF, ePub and Kindle
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Author | : Jingrui Sun |
Publisher | : Springer Nature |
Total Pages | : 138 |
Release | : 2020-06-29 |
Genre | : Mathematics |
ISBN | : 3030483061 |
Download Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems Book in PDF, ePub and Kindle
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.
Author | : Sonja Cox |
Publisher | : American Mathematical Society |
Total Pages | : 102 |
Release | : 2024-05-15 |
Genre | : Mathematics |
ISBN | : 1470467011 |
Download Local Lipschitz Continuity in the Initial Value and Strong Completeness for Nonlinear Stochastic Differential Equations Book in PDF, ePub and Kindle
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Author | : Eva Elduque |
Publisher | : American Mathematical Society |
Total Pages | : 128 |
Release | : 2024-05-15 |
Genre | : Mathematics |
ISBN | : 1470469677 |
Download Mixed Hodge Structures on Alexander Modules Book in PDF, ePub and Kindle
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Author | : Gaëtan Borot |
Publisher | : American Mathematical Society |
Total Pages | : 120 |
Release | : 2024-05-15 |
Genre | : Mathematics |
ISBN | : 1470469065 |
Download Higher Airy Structures, $mathcal {W}$ Algebras and Topological Recursion Book in PDF, ePub and Kindle
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Author | : Steven Boyer |
Publisher | : American Mathematical Society |
Total Pages | : 136 |
Release | : 2024-04-17 |
Genre | : Mathematics |
ISBN | : 1470468700 |
Download Dehn Fillings of Knot Manifolds Containing Essential Twice-Punctured Tori Book in PDF, ePub and Kindle
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