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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Engelsk Paperback
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Engelsk Paperback

573 kr
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Om denne bog

 

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 discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues - the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.


Product detaljer
Sprog:
Engelsk
Sider:
120
ISBN-13:
9783030209216
Indbinding:
Paperback
Udgave:
ISBN-10:
3030209210
Udg. Dato:
30 jun 2020
Længde:
0mm
Bredde:
155mm
Højde:
235mm
Forlag:
Springer Nature Switzerland AG
Oplagsdato:
30 jun 2020
Forfatter(e):
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