Estimation and Control Problems for Stochastic Partial Differential Equations

• Κύριοι συγγραφείς: Knopov, Pavel S. (Συγγραφέας), Deriyeva, Olena N. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York : Imprint: Springer, 2013.
• Σειρά: Springer Optimization and Its Applications, 83
• Θέματα: Mathematics.; Partial differential equations.; System theory.; Calculus of variations.; Partial Differential Equations.; Calculus of Variations and Optimal Control; Optimization.; Systems Theory, Control.

Focusing on research surrounding aspects of insufficiently studied problems of estimation and optimal control of random fields, this book exposes some important aspects of those fields for systems modeled by stochastic partial differential equations. It contains many results of interest to specialis...

Πίνακας περιεχομένων:

• 1. Two Parameter Martingales and Their Properties
• 2. Stochastic Differential Equations on the Plane
• 3. Filtration and Prediction Problems for Stochastic Fields
• 4. Control Problem for Diffusion-Type Random Fields
• 5. Stochastic Processes in a Hilbert Space
• References.