Numerical Methods for Optimal Control Problems with SPDEs
Author:   Andreas Prohl ,  Yanqing Wang
Publisher:   Springer Verlag, Singapore
ISBN:  

9789819544684


Pages:   142
Publication Date:   01 April 2026
Format:   Paperback
Availability:   In Print   Availability explained
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Numerical Methods for Optimal Control Problems with SPDEs


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Full Product Details

Author:   Andreas Prohl ,  Yanqing Wang
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
ISBN:  

9789819544684


ISBN 10:   9819544688
Pages:   142
Publication Date:   01 April 2026
Audience:   College/higher education ,  Postgraduate, Research & Scholarly
Format:   Paperback
Publisher's Status:   Active
Availability:   In Print   Availability explained
This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us.

Table of Contents

Introduction.- Preliminaries.- Discretization based on the open-loop approach.- Discretization based on the closed-loop approach.

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Author Information

Andreas Prohl is a professor at Eberhard Karls Universität Tübingen in Germany. Yanqing Wang is currently an Associate Professor in the School of Mathematics and Statistics at Southwest University, Chongqing, China.  His research interests include numerics of stochastic optimal control and the controllability of linear stochastic systems.

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