Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Language: en
Pages: 129
Authors: Jingrui Sun
Categories: Mathematics
Type: BOOK - Published: 2020-06-29 - Publisher: Springer Nature

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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Language: en
Pages: 138
Authors: Jingrui Sun
Categories: Mathematics
Type: BOOK - Published: 2020-06-29 - Publisher: Springer Nature

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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha
Optimal Control
Language: en
Pages: 408
Authors: Brian D. O. Anderson
Categories: Mathematics
Type: BOOK - Published: 1990 - Publisher:

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Optimal Control
Language: en
Pages: 346
Authors: Zoran Gajic
Categories: Technology & Engineering
Type: BOOK - Published: 2018-10-03 - Publisher: CRC Press

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Unique in scope, Optimal Control: Weakly Coupled Systems and Applications provides complete coverage of modern linear, bilinear, and nonlinear optimal control a
Linear Stochastic Control Systems
Language: en
Pages: 404
Authors: Goong Chen
Categories: Business & Economics
Type: BOOK - Published: 1995-07-12 - Publisher: CRC Press

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Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Bo