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 the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability ...
Read More
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 the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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.
Read Less
Add this copy of Stochastic Linear-Quadratic Optimal Control Theory: to cart. $36.72, new condition, Sold by Ria Christie Books rated 4.0 out of 5 stars, ships from Uxbridge, MIDDLESEX, UNITED KINGDOM, published 2020 by Springer Nature Switzerland AG.
Add this copy of Stochastic Linear-Quadratic Optimal Control Theory: to cart. $60.67, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2020 by Springer.
Add this copy of Stochastic Linear Quadratic Optimal Control Theory to cart. $63.76, fair condition, Sold by Books International rated 3.0 out of 5 stars, ships from Toronto, ON, CANADA, published 2020 by Springer Nature Switzerland AG.
Add this copy of Stochastic Linear-Quadratic Optimal Control Theory: to cart. $74.75, new condition, Sold by Ingram Customer Returns Center rated 5.0 out of 5 stars, ships from NV, USA, published 2020 by Springer Nature Switzerland AG.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New. Print on demand Contains: Illustrations, color. SpringerBriefs in Mathematics . XII, 130 p. 1 illus. in color. Intended for professional and scholarly audience.
