Mathematical Control Theory for Stochastic Partial Differential Equations
暫譯: 隨機偏微分方程的數學控制理論

Name: Mathematical Control Theory for Stochastic Partial Differential Equations
Price: 6099 TWD
Availability: OnlineOnly
Author: Lü, Qi, Zhang, Xu
ISBN: 303082330X

Lü, Qi, Zhang, Xu

出版商: Springer
出版日期: 2021-09-18
售價: $6,420
貴賓價: 9.5 折 $6,099
語言: 英文
頁數: 592
裝訂: Hardcover - also called cloth, retail trade, or trade
ISBN: 303082330X
ISBN-13: 9783030823306
相關分類: 控制系統 Control-systems、數值分析 Numerical-analysis、Algorithms-data-structures

海外代購書籍(需單獨結帳)

商品描述

1 Introduction.- 2 Some Preliminaries in Stochastic Calculus.- 3 Stochastic Evolution Equations.- 4 Backward Stochastic Evolution Equations.- 5 Control Problems in Stochastic Distributed Parameter Systems.- 6 Controllability for Stochastic Differential Equations in Finite Dimensions.- 7 Controllability for Stochastic Linear Evolution Equations.- 8 Exact Controllability for Stochastic Transport Equations.- 9 Controllability and Observability of Stochastic Parabolic Systems.- 10 Exact Controllability for a Refined Stochastic Wave Equation.- 11 Exact Controllability for Stochastic Schrödinger Equations.- 12 Pontryagin-Type Stochastic Maximum Principle.- 13 Linear Quadratic Optimal Control Problems.- References.- Index.

商品描述(中文翻譯)

1 引言
2 隨機微積分中的一些初步概念
3 隨機演化方程
4 反向隨機演化方程
5 隨機分佈參數系統中的控制問題
6 有限維隨機微分方程的可控性
7 隨機線性演化方程的可控性
8 隨機傳輸方程的精確可控性
9 隨機拋物系統的可控性與可觀測性
10 精確可控性對於精煉的隨機波方程
11 隨機薛丁格方程的精確可控性
12 Pontryagin 型隨機最優原則
13 線性二次最優控制問題
參考文獻
索引

作者簡介

Qi Lü is a professor at School of Mathematics, Sichuan University, Chengdu, China. He is currently an associate editor/editorial board member of several journals including Systems & Control Letters. His research interests include control theory for deterministic and stochastic partial differential equations and stochastic analysis.

Xu Zhang is a Cheung Kong Scholar Distinguished Professor at School of Mathematics, Sichuan University, Chengdu, China. He is a sectional speaker at International Congress of Mathematicians (Control Theory & Optimization Section, 2010). He is/was the editor in chief/corresponding editor/associate editor for several journals including Mathematical Control and Related Fields, ESAIM: Control, Optimisation and Calculus of Variations, and SIAM Journal on Control and Optimization. His research interests include control theory, partial differential equations and stochastic analysis.

作者簡介(中文翻譯)

齊律是中國成都四川大學數學學院的教授。他目前是多本期刊的副編輯/編輯委員會成員，包括《系統與控制快報》（Systems & Control Letters）。他的研究興趣包括確定性和隨機偏微分方程的控制理論以及隨機分析。

張旭是中國成都四川大學數學學院的長江學者特聘教授。他是2010年國際數學家大會（控制理論與優化分會）的分會演講者。他曾擔任多本期刊的主編/通訊編輯/副編輯，包括《數學控制與相關領域》（Mathematical Control and Related Fields）、《ESAIM：控制、優化與變分法》（ESAIM: Control, Optimisation and Calculus of Variations）以及《SIAM控制與優化期刊》（SIAM Journal on Control and Optimization）。他的研究興趣包括控制理論、偏微分方程和隨機分析。