£96.99

Springer Mathematical Control Theory for Stochastic Partial Differential Equations: 101 (Probability Theory and Stochastic Modelling, 101)

Sd-mo33

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Description

This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for stochastic partial differential equations and the stochastic transposition method for backward stochastic evolution equations. In a certain sense, the stochastic distributed parameter control system is the most general control system in the context of classical physics. Accordingly, studying this field may also yield valuable insights into quantum control systems. A basic grasp of functional analysis, partial differential equations, and control theory for deterministic systems is the only prerequisite for reading this book.

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Product Specifications

Colour
Sd-mo33
Size
2' X 5'
Format
hardcover
Domain
Amazon UK
Release Date
18 September 2021
Listed Since
19 August 2020

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