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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
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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.

Opplag
1st ed. 2020
ISBN
9783030483050
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
30.6.2020
Antall sider
130