Control theory and related topics : in memory of Xunjing Li : Fudan University, China, 3-5 June 2005 /

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 para...

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Bibliographic Details
Corporate Authors: World Scientific (Firm)
Group Author: Li, Xunjing. (Editor); Tang, Shanjian. (Editor); Yong, J. (Jiongmin), 1958- (Editor)
Published: World Scientific Pub. Co.,
Publisher Address: Singapore ; Hackensack, N.J. :
Publication Dates: 2007.
Literature type: eBook
Language: English
Subjects:
Online Access: http://www.worldscientific.com/worldscibooks/10.1142/6397#t=toc
Summary: 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 1990s, which has led to several important subsequent developments in both closely interactive fields. These remarkable efforts in scientific research and education, among others, gave birth to the so-called "Fudan School". This proceedings volume includes a collection of original research papers or reviews authored or co-authored by Xunjing Li's former students, postdoctoral fellows, and mentored scholars in the areas of control theory, dynamic systems, mathematical finance, and stochastic analysis, among others.
Item Description: "During June 3-5, 2005, Fudan University organized in Shanghai the 'Workshop on Control of Distributed Parameters and Stochastic Systems in Memory of Professor Xunjing Li's Seventieth Birthday'"--P. vii.
Carrier Form: 1 online resource (xxiii,395pages) : illustrations (some color), color port
Bibliography: Includes bibliographical references.
ISBN: 9789812790552 (electronic bk.)
CLC: O231.3-532
Contents: pt. 1. Xunjing Li's academic life. A tribute in memory of Professor Xunjing Li on his seventieth birthday / Jin Ma and Yuncheng You. Publications of Xunjing Li. Students and post-doctors advised by Xunjing Li -- pt. 2. Stochastic control, mathematical finance, and backward stochastic differential equations. Axiomatic characteristics for solutions of reflected backward stochastic differential equations / Xiaobo Bao and Shanjian Tang. A linear quadratic optimal control problem for stochastic volterra integral equations / Shuping Chen and Jiongmin Yong. An additivity of maximum expectations and its applications / Zengjing Chen ... [et al.]. Stochastic control and BSDEs with quadratic growth / Marco Fuhrman, Ying Hu, and Gianmario Tessitore. A fundamental theorem of asset pricing in continuous time with square integrable portfolios / Hanqing Jin and Xun Yu Zhou. Indifference pricing of universal variable life insurance / Jin Ma and Yuhua Yu. gr-expectations and the related nonlinear Doob-Meyer decomposition theorem / Shige Peng and Mingyu Xu. Nonconvexity phenomenon on It o's integrals and on stochastic attainable sets / Shanjian Tang. Unique continuation and observability for stochastic parabolic equations and beyond / Xu Zhang -- pt. 3. Deterministic control systems. Design of dynamic high-gain observers for a class of MIMO nonlinear systems / Hao Lei, Jianfeng Wei, and Wei Lin. Some counterexamples in existence theory of optimal control / Hongwei Lou. A generalized framework for global output feedback stabilization of inherently nonlinear systems with uncertainties / Jason Polendo and Chunjiang Qian. A linear quadratic constrained optimal feedback control problem / Yashan Xu. On finite-time stabilization of a class of nonsmoothly stabilizable systems / Bo Yang and Wei Lin. The algebraic criterion for delay-independent stability of linear systems / Xin Yu, Chao Xu and Kangsheng Liu. Transformation method of solving a time-optimal control problem with pointwise state constraints / Shangwei Zhu and Xunjing Li -- pt. 4. Dynamics and optimal control of partial differential equations. Optimal control of quasilinear elliptic obstacle problems / Qihong Chen and Yuquan Ye. Controllability of a nonlinear degenerate parabolic system with bilinear control / Ping Lin, Hang Gao, and Xu Liu. Near-optimal controls to infinite dimensional linear-quadratic optimal control problem / Liping Pan and Qihong Chen. Shape optimization of stationary Navier-Stokes equation / Gengsheng Wang, Lijuan Wang, and Donghui Yang. Solution map of strongly nonlinear impulsive evolution inclusions / Xiaoling Xiang, Yunfei Peng, and Wei Wei. Study on repairable series system with two components - semigroup approach / Hong Xu and Dinghua Shi. Finite dimensional reduction of global dynamics and lattice dynamics of a damped nonlinear wave equation / Yuncheng You. Recent progress on nonlinear wave equations via KAM theory / Xiaoping Yuan.