All ebooks by Jingrui Sun in PDF and EPUB
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All ebooks by Jingrui Sun in PDF and EPUB


2  Book(s)
Download this eBook 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...

Publication date: 2020-06-29
Format: PDF, ePub
Publisher: Springer
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£54,99
Download this eBook 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...

Publication date: 2020-06-29
Format: PDF, ePub
Publisher: Springer
Add to basket
£54,99

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