Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

by Jingrui Sun and Jiongmin Yong

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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...

Format:Paperback

Language:English

ISBN:3030209210

ISBN13:9783030209216

Release Date:June 2020

Publisher:Springer

Length:120 Pages

Weight:0.44 lbs.

Dimensions:0.3" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science Science & Math Science & Scientists Science & Technology

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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

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