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

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.

Painos
1st ed. 2020
ISBN
9783030209216
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
30.6.2020
Sivumäärä
120