E-Books →Deterministic and Stochastic Optimal Control and Inverse Problems
Published by: Baturi on 19-11-2021, 08:10 | 
0
English | 2021 | ISBN: 0367506300 , 978-0367506308 | 395 pages | True PDF | 12.44 MB
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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