Ebooks d'Yanqing Wang en PDF et EPUB

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Télécharger le livre : Numerical Methods for Optimal Control Problems with SPDEs
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Numerical Methods for Optimal Control Problems with SPDEs
Andreas Prohl , Yanqing Wang
This book is on the construction and convergence analysis of implementable algorithms to approximate the optimal control of a stochastic linear-quadratic optimal control problem (SLQ problem, for short) subject to a stochastic PDE. If compared to finite dimensional...

Editeur : Springer
Parution : 2026-04-05

PDF, ePub

52,74 €