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

Sun, Jingrui; Yong, Jiongmin

 
9783030209230: Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Softcover
ISBN 10: 3030209237 ISBN 13: 9783030209230
Publisher: Springer, 2020

This specific ISBN edition is currently not available.

Synopsis

1 introduction.- 2 Linear-Quadratic Optimal Controls in Finite Horizons.- 3 Linear-Quadratic Optimal Controls in Infinite Horizons.- 4 Linear Algebra and BSDEs.

"synopsis" may belong to another edition of this title.

Publisher
Springer
Publication date
2020
Language
English
ISBN 10 
3030209237
ISBN 13 
9783030209230
Binding
Paperback

Other Popular Editions of the Same Title

9783030209216: Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions (SpringerBriefs in Mathematics)

Featured Edition

ISBN 10:  3030209210 ISBN 13:  9783030209216
Publisher: Springer, 2020
Softcover