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· 분류 : 외국도서 > 과학/수학/생태 > 과학 > 시스템 이론
· ISBN : 9783030823306
· 쪽수 : 592쪽
· 출판일 : 2021-09-18
목차
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 and Observability for Abstract Stochastic Linear Systems.- 7 Exact Controllability for Stochastic Transport Equations.- 8 Controllability and Observability of Stochastic Parabolic Systems.- 9 State Observation Problems for Stochastic Hyperbolic Equations.- 10 Observation and Controllability for Stochastic Schrodinger Equations.- 11 Pontryagin-Type Stochastic Maximum Principle.- 12 Second Order Optimality Conditions for Optimal Control Problems.- 13 Linear Quadratic Optimal Control Problems.- References.- Index.















