Estimation and Control Problems for Stochastic Partial Differential Equations
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...
| Main Authors: | , |
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| Corporate Author: | |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Imprint: Springer,
2013.
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| Edition: | 1st ed. 2013. |
| Series: | Springer Optimization and Its Applications,
83 |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-1-4614-8286-4 |
Table of Contents:
- 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.