[图书][B] Deterministic and stochastic optimal control

WH Fleming, RW Rishel - 2012 - books.google.com
This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we
regard as essential topics in an introduction to deterministic optimal control theory. This …

[图书][B] Stochastic equations in infinite dimensions

G Da Prato, J Zabczyk - 2014 - books.google.com
Now in its second edition, this book gives a systematic and self-contained presentation of
basic results on stochastic evolution equations in infinite dimensional, typically Hilbert and …

[图书][B] An introduction to infinite-dimensional linear systems theory

RF Curtain, H Zwart - 2012 - books.google.com
Infinite dimensional systems is now an established area of research. Given the recent trend
in systems theory and in applications towards a synthesis of time-and frequency-domain …

[图书][B] Infinite dimensional linear systems theory

RF Curtain, AJ Pritchard - 1978 - Springer
Suppose ze Z is the state at time zero of a dynamical system defined on a Banach space Z,
and the state at time t is z (t). If we assume that the dynamics which govern the evolution …

Parameter identification in distributed systems: A synthesizing overview

MP Polis, RE Goodson - Proceedings of the IEEE, 1976 - ieeexplore.ieee.org
This paper surveys the distributed system parameter identification problem and concludes
that it can be treated as a series of largely independent subproblems, each of which must be …

Управление и наблюдение в условиях неопределенности

АБ Куржанский - 1977 - elibrary.ru
Монография посвящена новому разделу теории управляемых процессов—
математическим задачам управления и наблюдения по неполным данным. Изложение …

Stochastic optimal control in infinite dimension

G Fabbri, F Gozzi, A Swiech - Probability and Stochastic Modelling …, 2017 - Springer
The main objective of this book is to give an overview of the theory of Hamilton–Jacobi–
Bellman (HJB) partial differential equations (PDEs) in infinite-dimensional Hilbert spaces …

[图书][B] Contrôle optimal: théorie & applications

E Trélat - 2005 - ljll.fr
La théorie d'Hamilton-Jacobi est une branche du calcul des variations et de la mécanique
analytique, dans laquelle trouver des extrémales se réduit à résoudre une équation aux …

[图书][B] Stochastic evolution systems: linear theory and applications to non-linear filtering

BL Rozovskii - 2012 - books.google.com
Page 1 Mathematics and Its Applications BL Rozovskii Stochastic Evolution Systems Linear
Theory and Applications to Non-linear Filtering Springer Science+Business Media, BV Page 2 …

Stochastic evolution equations

NV Krylov, BL Rozovskii - Journal of Soviet mathematics, 1981 - Springer
Stochastic evolution equations Page 1 28. LD Pitt, "A Markov property for Gaussian processes
with a multidimensional parameter," Arch. Rat. Mech. Anal., 43, No. 5, 367-391 (1971). 29. LD …