General pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions /
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...
Saved in:
Main Author: | |
---|---|
Corporate Author: | |
Other Authors: | |
Format: | eBook |
Language: | English |
Published: |
Cham
Springer International Publishing
2014.
|
Series: | SpringerBriefs in Mathematics
|
Subjects: | |
Online Access: | Click here to view the full text content |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
System Under Maintenance
Our Library Management System is currently under maintenance.
Holdings and item availability information is currently unavailable. Please accept our apologies for any inconvenience this may cause and contact us for further assistance: