Professor Xunjing Li (1935-2003) was a pioneer in control theory in China. He was influential in the Chinese community of applied mathematics, and the global community of optimal control theory of distributed parameter systems. He has made very 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. This proceedings volume is a collection of original research papers or reviews authored or co-authored by Professor Li's former students, postdoctoral fellows, and mentored scholars in the areas of control theory, dynamic systems, mathematical finance, and stochastic analysis, among others. These articles show in some degree the influence of Professor Xunjing Li.
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nonconvexity phenomenon, global output feedback stabilization, globally convergent observer, nonlinear decomposition theorem, solution semiflow, monotonic limit theorem, precompact pseudometric, inherently nonlinear systems, stochastic investment opportunity set, stochastic parabolic equations, unique adapted solution, observability estimate, pointwise state constraints, many invariant tori, starlike with respect, indifference pricing, nonlinear expectations, continuous state feedback, admissible portfolio, absorbing ball, dynamic operator, power integrator, uncertain nonlinear systems, bilinear control, null controllable Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Control Optim, Fudan University, Lecture Notes, Department of Mathematics, China E-mail, Proof of Proposition, Jiongmin Yong, Natural Science, Professor Li, Systems Control Lett, Shanjian Tang, Pitman Research Notes, Shuping Chen, Under Assumption, Shandong University, School of Mathematical Sciences, Theory Appl, World Congress, Zhejiang University, Science Press, Introduction Let, Stochastic Controls, American Mathematical Society, Shige Peng Browse Sample Pages:
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nonconvexity phenomenon, global output feedback stabilization, globally convergent observer, nonlinear decomposition theorem, solution semiflow, monotonic limit theorem, precompact pseudometric, inherently nonlinear systems, stochastic investment opportunity set, stochastic parabolic equations, unique adapted solution, observability estimate, pointwise state constraints, many invariant tori, starlike with respect, indifference pricing, nonlinear expectations, continuous state feedback, admissible portfolio, absorbing ball, dynamic operator, power integrator, uncertain nonlinear systems, bilinear control, null controllable Key Phrases - Capitalized Phrases (CAPs): (learn more)
New York, Control Optim, Fudan University, Lecture Notes, Department of Mathematics, China E-mail, Proof of Proposition, Jiongmin Yong, Natural Science, Professor Li, Systems Control Lett, Shanjian Tang, Pitman Research Notes, Shuping Chen, Under Assumption, Shandong University, School of Mathematical Sciences, Theory Appl, World Congress, Zhejiang University, Science Press, Introduction Let, Stochastic Controls, American Mathematical Society, Shige Peng Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Surprise Me!
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