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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
 
Qi Lü Sichuan University, Chengdu, People’s Republic of China
Xu Zhang Sichuan University, Chengdu, People’s Republic of China
Softcover ISBN:  978-1-4704-6875-0
Product Code:  MEMO/294/1467
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
eBook ISBN:  978-1-4704-7755-4
Product Code:  MEMO/294/1467.E
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
Softcover ISBN:  978-1-4704-6875-0
eBook: ISBN:  978-1-4704-7755-4
Product Code:  MEMO/294/1467.B
List Price: $170.00 $127.50
MAA Member Price: $153.00 $114.75
AMS Member Price: $136.00 $102.00
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Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
Qi Lü Sichuan University, Chengdu, People’s Republic of China
Xu Zhang Sichuan University, Chengdu, People’s Republic of China
Softcover ISBN:  978-1-4704-6875-0
Product Code:  MEMO/294/1467
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
eBook ISBN:  978-1-4704-7755-4
Product Code:  MEMO/294/1467.E
List Price: $85.00
MAA Member Price: $76.50
AMS Member Price: $68.00
Softcover ISBN:  978-1-4704-6875-0
eBook ISBN:  978-1-4704-7755-4
Product Code:  MEMO/294/1467.B
List Price: $170.00 $127.50
MAA Member Price: $153.00 $114.75
AMS Member Price: $136.00 $102.00
  • Book Details
     
     
    Memoirs of the American Mathematical Society
    Volume: 2942024; 107 pp
    MSC: Primary 60; Secondary 93

    View the abstract.

  • Table of Contents
     
     
    • Chapters
    • 1. Introduction
    • 2. Statement of the main results
    • 3. Some preliminary results
    • 4. Proof of the first main result
    • 5. Proof of the second main result
    • 6. Existence of transposition solutions to some operator-valued BSREs
    • 7. Some examples of controlled SPDEs
  • Additional Material
     
     
  • Requests
     
     
    Review Copy – for publishers of book reviews
    Accessibility – to request an alternate format of an AMS title
Volume: 2942024; 107 pp
MSC: Primary 60; Secondary 93

View the abstract.

  • Chapters
  • 1. Introduction
  • 2. Statement of the main results
  • 3. Some preliminary results
  • 4. Proof of the first main result
  • 5. Proof of the second main result
  • 6. Existence of transposition solutions to some operator-valued BSREs
  • 7. Some examples of controlled SPDEs
Review Copy – for publishers of book reviews
Accessibility – to request an alternate format of an AMS title
Please select which format for which you are requesting permissions.