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Télécharger le livre :  Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions


Jingrui Sun , Jiongmin Yong


  This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and...

Parution : 2020-06-29
Format(s) : PDF, ePub
Éditeur : Springer
J'achète
68,56
Télécharger le livre :  Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems


Jingrui Sun , Jiongmin Yong


This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in...

Parution : 2020-06-29
Format(s) : PDF, ePub
Éditeur : Springer
J'achète
68,56

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