| 書目名稱 | Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions | | 編輯 | Jingrui Sun,Jiongmin Yong | | 視頻video | http://file.papertrans.cn/878/877987/877987.mp4 | | 概述 | Provides a detailed overview of stochastic control theory.Largely self-contained, allowing readers to pursue independent study.Includes several explicitly worked-out examples, helping readers to easil | | 叢書名稱 | SpringerBriefs in Mathematics | | 圖書封面 |  | | 描述 | .?. .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.. | | 出版日期 | Book 2020 | | 關(guān)鍵詞 | Linear-quadratic optimal control; Diffenrential Riccati equation; Open-loop; Closed-loop; Algebraic Ricc | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-20922-3 | | isbn_softcover | 978-3-030-20921-6 | | isbn_ebook | 978-3-030-20922-3Series ISSN 2191-8198 Series E-ISSN 2191-8201 | | issn_series | 2191-8198 | | copyright | The Author(s), under exclusive license to Springer Nature Switzerland AG 2020 |
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