Deterministic and Stochastic Optimal Control and Inverse Problems

£48.99

Deterministic and Stochastic Optimal Control and Inverse Problems

Econometrics and economic statistics Discrete mathematics Differential calculus and equations Probability and statistics Combinatorics and graph theory Stochastics

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Language: English

Published by: CRC Press

Published on: 14th December 2021

Format: LCP-protected ePub

Size: 8 Mb

ISBN: 9781000511758


Inverse problems of identifying parameters and initial/boundary conditions in deterministic and stochastic partial differential equations

constitute a vibrant and emerging research area that has found numerous applications. A related problem of paramount importance is the optimal control problem for stochastic differential equations.

About the volume

This edited volume comprises invited contributions from world-renowned researchers in the subject of control and inverse problems. There are several contributions on optimal control and inverse problems covering different aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume also presents some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all manuscripts have been thoroughly reviewed.

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