Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Produktnummer:
18dce5a2ed0b7d468dbcb582b17b1ad183
| Autor: | Sun, Jingrui Yong, Jiongmin |
|---|---|
| Themengebiete: | Algebraic Riccati equation Closed-loop Diffenrential Riccati equation Linear-quadratic optimal control Open-loop |
| Veröffentlichungsdatum: | 30.06.2020 |
| EAN: | 9783030209216 |
| Sprache: | Englisch |
| Seitenzahl: | 120 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer International Publishing |
Produktinformationen "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 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.
Sie möchten lieber vor Ort einkaufen?
Sie haben Fragen zu diesem oder anderen Produkten oder möchten einfach gerne analog im Laden stöbern? Wir sind gerne für Sie da und beraten Sie auch telefonisch.
Juristische Fachbuchhandlung
Georg Blendl
Parcellistraße 5 (Maxburg)
8033 München
Montag - Freitag: 8:15 -18 Uhr
Samstags geschlossen