Mondadori Store

Trova Mondadori Store

Benvenuto
Accedi o registrati

lista preferiti

Per utilizzare la funzione prodotti desiderati devi accedere o registrarti

Vai al carrello
 prodotti nel carrello

Totale  articoli

0,00 € IVA Inclusa

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Jingrui Sun - Jiongmin Yong
pubblicato da Springer International Publishing

Prezzo online:
46,79
51,99
-10 %
51,99

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.

0 recensioni dei lettori  media voto 0  su  5

Scrivi una recensione per "Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems"

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
 

Accedi o Registrati  per aggiungere una recensione

usa questo box per dare una valutazione all'articolo: leggi le linee guida
torna su Torna in cima