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...
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| Format: | eBook |
| Language: | English |
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Cham
Springer International Publishing
2014.
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| Series: | SpringerBriefs in Mathematics
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| Online Access: | Click here to view the full text content |
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