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Published by Harbin Institute of Technology Publication Social, 1991
ISBN 10: 7560321461 ISBN 13: 9787560321462
Language: English
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Add to basketpaperback. Condition: New. Language:Chinese.Paperback. Publisher: Harbin Institute of Technology Press. This book describes the processing plane figure instance. the main structure of the machine.
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Condition: New. pp. 158.
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Add to basketCondition: New. 2023. Paperback. . . . . .
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Published by American Mathematical Society, US, 2024
ISBN 10: 1470468751 ISBN 13: 9781470468750
Language: English
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Add to basketPaperback. Condition: New. It is a longstanding unsolved problem to characterize the optimal feedbacks for general SLQs (i.e., stochastic linear quadratic control problems) with random coefficients in infinite dimensions; while the same problem but in finite dimensions was just addressed very recently. This paper is devoted to giving a solution to this problem under some assumptions which can be verified for interesting concrete models. More precisely, under these assumptions, we establish the equivalence between the existence of optimal feedback operator for infinite dimensional SLQs and the solvability of the corresponding operator-valued, backward stochastic Riccati equations. A key contribution of this work is to introduce a suitable notion of solutions (i.e., transposition solutions to the aforementioned Riccati equations), which plays a crucial role in both the statement and the proof of our main results.
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Condition: New. pp. XI, 127 3 illus., 2 illus. in color. 1 Edition NO-PA16APR2015-KAP.
Published by Springer, Berlin|Springer Nature Singapore|Social Sciences Academic Press|Palgrave Macmillan, 2023
ISBN 10: 9811693986 ISBN 13: 9789811693984
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Published by Springer, Berlin|Springer Nature Singapore|Social Sciences Academic Press|Palgrave Macmillan, 2022
ISBN 10: 9811693951 ISBN 13: 9789811693953
Language: English
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