General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in

Name: General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in
Brand: Springer Nature
SKU: 9783319066318
Availability: InStock

Best Price:
Buy General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in for $49.99 at @ Link.springer.com
No coupon is required — this is the standard retail price.

Set a price drop alert to never miss an offer.

1 Offer Price Range: $49.99 - $49.99

BEST PRICE

Single Product Purchase

$49.99

@ Link.springer.com BUY Now

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com		$49.99	$49.99			$49.99		See Site	In stock	Visit Store

Product Details

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783319066318

Condition

New

Product Description

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 Pontryagin type maximum principle for this kind of general control systems: this book aims to give a solution to this problem. This bookwill beuseful for both beginners and experts who are interested in optimal control theory for stochastic evolution equations.

Available Colors

N/A

Available Sizes

N/A