The Resource Stochastic linearquadratic optimal control theory : openloop and closedloop solutions, Jingrui Sun, Jiongmin Yong, (electronic book)
Stochastic linearquadratic optimal control theory : openloop and closedloop solutions, Jingrui Sun, Jiongmin Yong, (electronic book)
Resource Information
The item Stochastic linearquadratic optimal control theory : openloop and closedloop 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 linearquadratic optimal control theory : openloop and closedloop 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 linearquadratic 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 wellknown, relevant issues  the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely selfcontained, 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 LinearQuadratic Optimal Controls in Finite Horizons
 3 LinearQuadratic Optimal Controls in Infinite Horizons
 4 Linear Algebra and BSDEs
 Isbn
 9783030209223
 Label
 Stochastic linearquadratic optimal control theory : openloop and closedloop solutions
 Title
 Stochastic linearquadratic optimal control theory
 Title remainder
 openloop and closedloop solutions
 Statement of responsibility
 Jingrui Sun, Jiongmin Yong
 Language
 eng
 Summary
 This book gathers the most essential results, including recent ones, on linearquadratic 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 wellknown, relevant issues  the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely selfcontained, 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 linearquadratic optimal control theory : openloop and closedloop 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 LinearQuadratic Optimal Controls in Finite Horizons  3 LinearQuadratic 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
 10.1007/978303020
 Specific material designation
 remote
 System control number

 on1164582170
 (OCoLC)1164582170
 Label
 Stochastic linearquadratic optimal control theory : openloop and closedloop 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 LinearQuadratic Optimal Controls in Finite Horizons  3 LinearQuadratic 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
 10.1007/978303020
 Specific material designation
 remote
 System control number

 on1164582170
 (OCoLC)1164582170
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<div class="citation" vocab="http://schema.org/"><i class="fa faexternallinksquare fafw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/Stochasticlinearquadraticoptimalcontrol/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/Stochasticlinearquadraticoptimalcontrol/7lFAU5aTYs8/">Stochastic linearquadratic optimal control theory : openloop and closedloop 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>