Ebooks de Jingrui Sun en PDF et EPUB

2 Livre(s)
Télécharger le livre : Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Jingrui Sun , Jiongmin Yong
  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...

Editeur : Springer
Parution : 2020-06-29
Collection : SpringerBriefs in Mathematics
PDF, ePub

68,56 €
Télécharger le livre : Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Jingrui Sun , Jiongmin Yong
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 results for two-player differential games and mean-field optimal control problems in...

Editeur : Springer
Parution : 2020-06-29
Collection : SpringerBriefs in Mathematics
PDF, ePub

68,56 €