Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

Language: English

Published by Springer, Palgrave Macmillan Jun 2020, 2020

3030209210 / 9783030209216

Series: Book 146 of 155 - SpringerBriefs in Mathematics

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 136 pp. Englisch.…

Seller Inventory # 9783030209216

Title
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Author
Jingrui Sun
Publisher
Springer, Palgrave Macmillan Jun 2020
Publication year
2020
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3030209210
ISBN 13
9783030209216
Item weight
219 grams
Dimensions
235x155x8 mm
Series
Book 146 of 155: SpringerBriefs in Mathematics

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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