Stochastic Linear-Quadratic Optimal Control Theory : Open-Loop and Closed-Loop Solutions /: Open-Loop and Closed-Loop Solutions. (2020)

Record Type:
Book
Title:
Stochastic Linear-Quadratic Optimal Control Theory : Open-Loop and Closed-Loop Solutions /: Open-Loop and Closed-Loop Solutions. (2020)
Main Title:
Stochastic Linear-Quadratic Optimal Control Theory : Open-Loop and Closed-Loop Solutions
Further Information:
Note: By Jingrui Sun, Jiongmin Yong.
Authors:
Yong, Jiongmin
Other Names:
Sun, Jingrui
Contents:
1 introduction -- 2 Linear-Quadratic Optimal Controls in Finite Horizons -- 3 Linear-Quadratic Optimal Controls in Infinite Horizons -- 4 Linear Algebra and BSDEs.
Publisher Details:
Cham : Springer International Publishing Imprint: Springer
Publication Date:
2020
Extent:
1 online resource (XIV, 120 pages), 3 illustrations, 1 illustration in color
Subjects:
515.64
Calculus of variations
Probabilities
System theory
Game theory
Languages:
English
ISBNs:
9783030209223
3030209229
Access Rights:
Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
Access Usage:
Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
View Content:
Available online (eLD content is only available in our Reading Rooms) ↗
Physical Locations:
British Library HMNTS - ELD.DS.514537
Ingest File:
03_097.xml