Deterministic and Stochastic Optimal Control and Inverse Problems

Inverse problems of identifying random parameters and random initial/boundary conditions in 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. This edited volume comprises invited contributions from world-renowned researchers in the subject of stochastic control and inverse problems. There are several contributions on stochastic optimal control and stochastic 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. "The inverse problem of identifying random parameters and random initial/boundary conditions in stochastic partial differential equations is a vibrant and emerging research domain that has found numerous applications. Another related problem that also of paramount importance is the optimal control problem in stochastic PDEs. This edited volume aims to collect contributions from world-renowned researchers in the subject of stochastic control and inverse problems. We anticipate ten to fifteen contributions on stochastic optimal control and stochastic inverse problems covering various aspects of the theory, numerical methods, and applications. Besides a unified presentation of the most recent and relevant developments, this volume will also present some survey articles to make the material self-contained. To maintain the highest level of scientific quality, all the manuscripts will be thoroughly reviewed"-- Provided by publisher 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. 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.