Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions

Author(s)

• Sun, Jingrui
• Yong, Jiongmin

Bibliographic Information

Stochastic linear-quadratic optimal control theory: open-loop and closed-loop solutions

Jingrui Sun, Jiongmin Yong

（SpringerBriefs in mathematics）

Springer, c2020

Note

Includes bibliographical references (p. 115-117) and index

Details

• NCID: BC01610606
• ISBN:
  • 9783030209216
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cham
• Pages/Volumes: xiv, 120 p.
• Size: 24 cm
• Classification:
  • DC : 515.64
• Subject Headings:
  • LCSH : Calculus of variations
  • LCSH : Probabilities
  • LCSH : System theory
  • LCSH : Game theory
• Parent Bibliography ID:
  • BB06225285