Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
75.-
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.

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  • : Jiongmin Yong, Jingrui Sun
  • : Springer Nature Switzerland Ag
  • : 9783030483050
  • : Engels
  • : Paperback
  • : 130
  • : juni 2020
  • : 450
  • : 215 x 140 x 27 mm.
  • : SpringerBriefs in Mathematics
  • : Cybernetica en systeemtheorie; Filosofie van de wiskunde; Optimalisatie; Stochastiek; Waarschijnlijkheid en statistieken