
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.
- Kirjailija
- Jingrui Sun, Jiongmin Yong
- Painos
- 1st ed. 2020
- ISBN
- 9783030483050
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 30.6.2020
- Kustantaja
- Springer Nature Switzerland AG
- Sivumäärä
- 130