Stochastic linear-quadratic optimal control theory open-loop and closed-loop solutions /
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...
| Main Author: | Sun, Jingrui. |
|---|---|
| Other Authors: | Yong, J. 1958-, SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer,
2020.
Cham : 2020. |
| Physical Description: |
1 online resource. |
| Series: |
SpringerBriefs in mathematics.
|
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |