This course aims to provide new results, explain new phenomena, and present new methods in the control theory for stochastic distributed parameter systems. It focuses on works related to the controllability for stochastic hyperbolic equations and the Pontryagin-type maximum principle for controlled stochastic evolution equations. The course teaches students about mathematical tools such as the stochastic transposition method and stochastic Carleman estimate. The teaching method involves presenting recent progresses in the field. This course is intended for individuals interested in advanced topics in control theory and stochastic systems.
Control Theory of Stochastic Distributed Parameter Systems - Some Recent Progresses
International Mathematical Union via YouTube
Overview
Syllabus
Qi Lü: Control Theory of Stochastic Distributed Parameter Systems: Some Recent Progresses
Taught by
International Mathematical Union