The Resource Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions, Jingrui Sun, Jiongmin Yong, (electronic book)
Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions, Jingrui Sun, Jiongmin Yong, (electronic book)
Resource Information
The item Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions, Jingrui Sun, Jiongmin Yong, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions, Jingrui Sun, Jiongmin Yong, (electronic book) represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Liverpool.
This item is available to borrow from 1 library branch.
- Summary
- 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.--
- Language
- eng
- Extent
- 1 online resource
- Contents
-
- 1 introduction
- 2 Linear-Quadratic Optimal Controls in Finite Horizons
- 3 Linear-Quadratic Optimal Controls in Infinite Horizons
- 4 Linear Algebra and BSDEs
- Isbn
- 9783030209223
- Label
- Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions
- Title
- Stochastic linear-quadratic optimal control theory
- Title remainder
- open-loop and closed-loop solutions
- Statement of responsibility
- Jingrui Sun, Jiongmin Yong
- Language
- eng
- Summary
- 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.--
- Assigning source
- Provided by publisher
- Cataloging source
- YDX
- http://library.link/vocab/creatorName
- Sun, Jingrui
- Dewey number
- 519.6
- Index
- index present
- LC call number
- QC20.7.M27
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorDate
- 1958-
- http://library.link/vocab/relatedWorkOrContributorName
- Yong, J.
- Series statement
- SpringerBriefs in mathematics
- http://library.link/vocab/subjectName
-
- Mathematical optimization
- Probabilities
- System theory
- Mathematics
- Label
- Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions, Jingrui Sun, Jiongmin Yong, (electronic book)
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- 1 introduction -- 2 Linear-Quadratic Optimal Controls in Finite Horizons -- 3 Linear-Quadratic Optimal Controls in Infinite Horizons -- 4 Linear Algebra and BSDEs
- Dimensions
- unknown
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9783030209223
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-3-030-20
- Specific material designation
- remote
- System control number
-
- on1164582170
- (OCoLC)1164582170
- Label
- Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions, Jingrui Sun, Jiongmin Yong, (electronic book)
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- 1 introduction -- 2 Linear-Quadratic Optimal Controls in Finite Horizons -- 3 Linear-Quadratic Optimal Controls in Infinite Horizons -- 4 Linear Algebra and BSDEs
- Dimensions
- unknown
- Extent
- 1 online resource
- Form of item
- online
- Isbn
- 9783030209223
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 10.1007/978-3-030-20
- Specific material designation
- remote
- System control number
-
- on1164582170
- (OCoLC)1164582170
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Stochastic-linear-quadratic-optimal-control/7lFAU5aTYs8/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/Stochastic-linear-quadratic-optimal-control/7lFAU5aTYs8/">Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions, Jingrui Sun, Jiongmin Yong, (electronic book)</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">University of Liverpool</a></span></span></span></span></div>
