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!
|
Be the first to leave a comment!