Book Description Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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. 144 pp. Englisch. Seller Inventory # 9783030483050

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Stochastic Linear-quadratic Optimal Control Theory : Differential Games and Mean-field Problems

Sun, Jingrui; Yong, Jiongmin

Published by Springer (2020)

ISBN 10: 3030483053 ISBN 13: 9783030483050

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STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL THEORY DIFFERENTIAL GAMES AND MEAN FIELD PROBLEMS (PB 2020)

SUN J.

Published by Springer (2020)

ISBN 10: 3030483053 ISBN 13: 9783030483050

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Book Description Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEOCT23-183239

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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Jiongmin Yong

Published by Springer International Publishing (2020)

ISBN 10: 3030483053 ISBN 13: 9783030483050

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Book Description Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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. Seller Inventory # 9783030483050

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