Stochastic Linear-Quadratic Optimal Control Theory : Differential Games and Mean-Field Problems /: Differential Games and Mean-Field Problems. (2020)

Record Type:
Book
Title:
Stochastic Linear-Quadratic Optimal Control Theory : Differential Games and Mean-Field Problems /: Differential Games and Mean-Field Problems. (2020)
Main Title:
Stochastic Linear-Quadratic Optimal Control Theory : Differential Games and Mean-Field Problems
Further Information:
Note: By Jingrui Sun, Jiongmin Yong.
Authors:
Yong, Jiongmin
Other Names:
Sun, Jingrui
Contents:
1 -- Some Elements of Linear-Quadratic Optimal Controls -- 2. Linear-Quadratic Two-Person Differential Games -- 3. Mean-Field Linear-Quadratic Optimal Controls. .
Publisher Details:
Cham : Springer International Publishing Imprint: Springer
Publication Date:
2020
Extent:
1 online resource (XII, 130 pages), 1 illustration in color
Subjects:
519.6
Mathematical optimization
Probabilities
System theory
Mathematics--Philosophy
Languages:
English
ISBNs:
9783030483067
3030483061
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.514621
Ingest File:
03_097.xml