Hidden Bibliographic Details
| Other authors / contributors: | Zhang, Xu, author.
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| ISBN: | 9783319066325
3319066323
3319066315
9783319066318
9783319066318
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| Notes: | Includes bibliographical references.
Online resource; title from PDF title page (SpringerLink, viewed June 13, 2014).
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| Summary: | 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 Pontryagintype 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.
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| Other form: | Printed edition: 9783319066318
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| Standard no.: | 10.1007/978-3-319-06632-5
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