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020			_a9783030823306
040			_aNISER LIBRARY _beng _cNISER LIBRARY
082			_a519.21 _bLU-M
100			_aLu, Qi
245			_aMathematical control theory for stochastic partial differential equations
260			_aCham : _bSpringer, _c2021.
300			_axiii, 592 pages
490			_aProbability theory and stochastic modelling, _vvolume 101 _x2199-3130 ;
504			_aIncludes bibliographical references and index.
520			_aThis 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.
650			_aStochastic control theory
650			_aStochastic differential equations
650			_aDistributed parameter systems
650			_aStochastic stability in control theory
650			_aStochastic evolution equation
700			_aZhang, Xu
856			_3Table of content _uhttps://link.springer.com/content/pdf/bfm:978-3-030-82331-3/1
856			_3Reviews _uhttps://www.goodreads.com/book/show/81171161-mathematical-control-theory-for-stochastic-partial-differential-equation?ac=1&from_search=true&qid=pb10ZzYUpL&rank=1#CommunityReviews
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