
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.
- Forfatter
- Jingrui Sun, Jiongmin Yong
- Opplag
- 1st ed. 2020
- ISBN
- 9783030209216
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 30.6.2020
- Antall sider
- 120
