TY - BOOK ID - 77943279 TI - Control theory and related topics AU - Li, Xunjing AU - Tang, Shanjian AU - Yong, J PY - 2007 SN - 1281938343 9786611938345 9812790551 9789812790552 9812705821 9789812705822 PB - Singapore Hackensack, NJ World Scientific DB - UniCat KW - Stochastic control theory KW - Distributed parameter systems KW - Stochastic differential equations KW - Differential equations KW - Fokker-Planck equation KW - Control theory KW - Stochastic processes UR - https://www.unicat.be/uniCat?func=search&query=sysid:77943279 AB - Xunjing Li (1935-2003) was a pioneer in control theory in China. He was known in the Chinese community of applied mathematics, and in the global community of optimal control theory of distributed parameter systems. He has made important contributions to the optimal control theory of distributed parameter systems, in particular regarding the first-order necessary conditions (Pontryagin-type maximum principle) for optimal control of nonlinear infinite-dimensional systems. He directed the Seminar of Control Theory at Fudan towards stochastic control theory in 1980s, and mathematical finance in 1 ER -