Yanqing Wang – författare

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2 produkter

1. 

   Numerical Methods for Optimal Control Problems with SPDEs

   Av Andreas Prohl, Yanqing Wang

   Häftad, 2026

   551 kr

   Lägg i varukorg

   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 stochastic control theory, the …

2. 

   Numerical Methods for Optimal Control Problems with SPDEs

   Av Yanqing Wang, Andreas Prohl

   E-bok, 2026

   734 kr

   Lägg i varukorg

   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 stochastic control theory, the …