Coverart for item
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)

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
Creator
Contributor
Subject
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.--
Member of
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)
Instantiates
Publication
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)
Publication
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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