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