ENGLISH

Deterministic and Stochastic Optimal Control and Inverse Problems

By Baasansuren Jadamba (editor) , Akhtar A. Khan (editor) , Stanisław Migórski (editor) , Miguel Sama (editor)

Book information

Publisher
CRC Press
Year
2021
ISBN
0367506300, 9780367506308
Language
english
Format
EPUB
Filesize
8 MB (8645591 bytes)
Edition
1
Pages
394\0
Time added
2022-01-29 18:05:10

Description

Inverse problems of identifying random parameters and random initial/boundary conditions in stochastic partial differential equations constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations. This edited volume comprises invited contributions from world-renowned researchers in the subject of stochastic control and inverse problems. There are several contributions on stochastic optimal control and stochastic inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

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