A Concise Introduction to Control Theory for Stochastic Partial Differential Equations
This note contains below topics, Control systems governed by stochastic partial differential equations, Controllability and observability for stochastic evolution equations some simple results, Controllability of stochastic partial differential equations stochastic transport equations, Controllability of stochastic partial differential equations stochastic parabolic equations, Controllability of stochastic partial differential equations stochastic hyperbolic equations, Stochastic linear quadratic optimal control problems openloop optimal control, Stochastic linear quadratic optimal control problems optimal feedback control, Stochastic linear quadratic optimal control problems deterministic coefficients, Pontryagin type maximum principle for controlled stochastic evolution equations, A sufficient condition for an optimal control.
Author(s): Qi Lü, Xu Zhang
112 Pages