Items related to Stochastic Linear-Quadratic Optimal Control Theory:...

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics) - Softcover

 
9783030483050: Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)

Synopsis

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.

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

About the Author

Jingrui Sun received his PhD in Mathematics from the University of Science and Technology of China in 2015. From 2015 to 2017, he was a Postdoctoral Fellow at the Hong Kong Polytechnic University and then a Research Fellow at the National University of Singapore. From 2017 to 2018, he was a Visiting Assistant Professor at the University of Central Florida, USA. Since the spring of 2019, he has been an Assistant Professor at the Southern University of Science and Technology, China. Dr. Sun has broad interests in the area of control theory and its applications. Aside from his primary research on stochastic optimal control and differential games, he is exploring forward and backward stochastic differential equations, stochastic analysis, and mathematical finance. 

Jiongmin Yong received his PhD from Purdue University in 1986 and is currently a Professor of Mathematics at the University of Central Florida, USA. His main research interests include stochastic control, stochastic differential equations, and optimal control of partial differential equations. Professor Yong has co-authored the following influential books: “Stochastic Control: Hamiltonian Systems and HJB Equations” (with X. Y. Zhou, Springer 1999), “Forward-Backward Stochastic Differential Equations and Their Applications” (with J. Ma, Springer 1999), and “Optimal Control Theory for Infinite-Dimensional Systems” (with X. Li, Birkhauser 1995). His current interests include time-inconsistent stochastic control problems.

From the Back Cover

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.

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

  • PublisherSpringer
  • Publication date2020
  • ISBN 10 3030483053
  • ISBN 13 9783030483050
  • BindingPaperback
  • LanguageEnglish
  • Edition number1
  • Number of pages142

Buy New

View this item

£ 2.49 shipping within United Kingdom

Destination, rates & speeds

Other Popular Editions of the Same Title

9783030483074: Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Featured Edition

ISBN 10:  303048307X ISBN 13:  9783030483074
Publisher: Springer, 2020
Softcover

Search results for Stochastic Linear-Quadratic Optimal Control Theory:...

Stock Image

Jingrui Sun, Jiongmin Yong
Published by Springer 2020-06-30, 2020
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Paperback

Seller: Chiron Media, Wallingford, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Paperback. Condition: New. Seller Inventory # 6666-IUK-9783030483050

Contact seller

Buy New

£ 28.79
Convert currency
Shipping: £ 2.49
Within United Kingdom
Destination, rates & speeds

Quantity: 10 available

Add to basket

Stock Image

Sun, Jingrui; Yong, Jiongmin
Published by Springer, 2020
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Softcover

Seller: Ria Christie Collections, Uxbridge, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: New. In. Seller Inventory # ria9783030483050_new

Contact seller

Buy New

£ 32.10
Convert currency
Shipping: FREE
Within United Kingdom
Destination, rates & speeds

Quantity: Over 20 available

Add to basket

Stock Image

SUN J.
Published by Springer, 2020
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Softcover

Seller: Basi6 International, Irving, TX, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEJUNE24-259660

Contact seller

Buy New

£ 53.72
Convert currency
Shipping: FREE
From U.S.A. to United Kingdom
Destination, rates & speeds

Quantity: 3 available

Add to basket

Seller Image

Jiongmin Yong
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Taschenbuch
Print on Demand

Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

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

Contact seller

Buy New

£ 61
Convert currency
Shipping: £ 9.37
From Germany to United Kingdom
Destination, rates & speeds

Quantity: 2 available

Add to basket

Seller Image

Jiongmin Yong
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Taschenbuch

Seller: AHA-BUCH GmbH, Einbeck, Germany

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

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

Contact seller

Buy New

£ 61
Convert currency
Shipping: £ 11.91
From Germany to United Kingdom
Destination, rates & speeds

Quantity: 1 available

Add to basket

Seller Image

Jingrui Sun|Jiongmin Yong
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Kartoniert / Broschiert
Print on Demand

Seller: moluna, Greven, Germany

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a detailed overview of stochastic linear-quadratic control theoryLargely self-contained, allowing readers to pursue independent studyIncludes several explicitly worked-. Seller Inventory # 448683126

Contact seller

Buy New

£ 53.99
Convert currency
Shipping: £ 21.28
From Germany to United Kingdom
Destination, rates & speeds

Quantity: Over 20 available

Add to basket

Stock Image

Sun, Jingrui; Yong, Jiongmin
Published by Springer, 2020
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Softcover

Seller: California Books, Miami, FL, U.S.A.

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: New. Seller Inventory # I-9783030483050

Contact seller

Buy New

£ 70.29
Convert currency
Shipping: £ 7.34
From U.S.A. to United Kingdom
Destination, rates & speeds

Quantity: Over 20 available

Add to basket

Stock Image

Sun, Jingrui; Yong, Jiongmin
Published by Springer, 2020
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Softcover
Print on Demand

Seller: Majestic Books, Hounslow, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Condition: New. Print on Demand. Seller Inventory # 384898225

Contact seller

Buy New

£ 81.16
Convert currency
Shipping: £ 3.35
Within United Kingdom
Destination, rates & speeds

Quantity: 4 available

Add to basket

Stock Image

Sun, Jingrui/ Yong, Jiongmin
Published by Springer Nature, 2020
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Paperback

Seller: Revaluation Books, Exeter, United Kingdom

Seller rating 5 out of 5 stars 5-star rating, Learn more about seller ratings

Paperback. Condition: Brand New. 144 pages. 9.25x6.10x0.31 inches. In Stock. Seller Inventory # x-3030483053

Contact seller

Buy New

£ 79.92
Convert currency
Shipping: £ 6.99
Within United Kingdom
Destination, rates & speeds

Quantity: 2 available

Add to basket

Stock Image

Sun, Jingrui; Yong, Jiongmin
Published by Springer, 2020
ISBN 10: 3030483053 ISBN 13: 9783030483050
New Softcover

Seller: Books Puddle, New York, NY, U.S.A.

Seller rating 4 out of 5 stars 4-star rating, Learn more about seller ratings

Condition: New. Seller Inventory # 26377924462

Contact seller

Buy New

£ 80.45
Convert currency
Shipping: £ 6.60
From U.S.A. to United Kingdom
Destination, rates & speeds

Quantity: 4 available

Add to basket

There are 4 more copies of this book

View all search results for this book