Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions
Resource Information
The work Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions represents a distinct intellectual or artistic creation found in University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.
The Resource
Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions
Resource Information
The work Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions represents a distinct intellectual or artistic creation found in University of Liverpool. This resource is a combination of several types including: Work, Language Material, Books.
- Label
- Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions
- 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
- Dewey number
- 519.6
- Index
- index present
- LC call number
- QC20.7.M27
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- Series statement
- SpringerBriefs in mathematics
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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/resource/hMvxTDiCuwE/" typeof="CreativeWork http://bibfra.me/vocab/lite/Work"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/resource/hMvxTDiCuwE/">Stochastic linear-quadratic optimal control theory : open-loop and closed-loop solutions</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>
