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Register a new userNumerics for Stochastic Distributed Parameter Control Systems: a Finite Transposition Method
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Added by
Yanqing Wang
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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In this chapter, we present some recent progresses on the numerics for stochastic distributed parameter control systems, based on the emph{finite transposition method} introduced in our previous works. We first explain how to reduce the numerics of some stochastic control problems in this respect to the numerics of backward stochastic evolution equations. Then we present a method to find finite transposition solutions to such equations. At last, we give an illuminating example.
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