Mathematical Control Theory for Stochastic Partial Differential Equations

This is the first book to systematically present control theory for shastic distributed parameter systems, a comparatively new branch of mathematical control theory. The new phenomena and difficulties arising in the study of controllability and optimal control problems for this type of system are explained in detail. Interestingly enough, one has to develop new mathematical tools to solve some problems in this field, such as the global Carleman estimate for shastic partial differential equa...