Mathematical Control Theory for Stochastic Partial Differential Equations

By Xu Zhang and Qi Lü

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 Schr?dinger Equations.- 12 Pontryagin-Type Stochastic Maximum Principle.- 13 Linear Quadratic Optimal Control Problems.- References.- Index.

• Format: Hardcover
• Language: English
• ISBN: 303082330X
• ISBN13: 9783030823306
• Release Date: September 2021
• Publisher: Springer
• Length: 592 Pages
• Weight: 2.25 lbs.
• Dimensions: 1.3" x 6.1" x 9.2"