Artículos relacionados a Stochastic Linear-Quadratic Optimal Control Theory:...
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics) - Tapa blanda
Sinopsis
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 results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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.
"Sinopsis" puede pertenecer a otra edición de este libro.
Acerca del autor
Jingrui Sun received his PhD in Mathematics from the University of Science and Technology of China in 2015. From 2015 to 2017, he was a Postdoctoral Fellow at the Hong Kong Polytechnic University and then a Research Fellow at the National University of Singapore. From 2017 to 2018, he was a Visiting Assistant Professor at the University of Central Florida, USA. Since the spring of 2019, he has been an Assistant Professor at the Southern University of Science and Technology, China. Dr. Sun has broad interests in the area of control theory and its applications. Aside from his primary research on stochastic optimal control and differential games, he is exploring forward and backward stochastic differential equations, stochastic analysis, and mathematical finance.
Jiongmin Yong received his PhD from Purdue University in 1986 and is currently a Professor of Mathematics at the University of Central Florida, USA. His main research interests include stochastic control, stochastic differential equations, and optimal control of partial differential equations. Professor Yong has co-authored the following influential books: “Stochastic Control: Hamiltonian Systems and HJB Equations” (with X. Y. Zhou, Springer 1999), “Forward-Backward Stochastic Differential Equations and Their Applications” (with J. Ma, Springer 1999), and “Optimal Control Theory for Infinite-Dimensional Systems” (with X. Li, Birkhauser 1995). His current interests include time-inconsistent stochastic control problems.
De la contraportada
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 results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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.
"Sobre este título" puede pertenecer a otra edición de este libro.
- EditorialSpringer
- Año de publicación2020
- ISBN 10 3030483053
- ISBN 13 9783030483050
- EncuadernaciónTapa blanda
- IdiomaInglés
- Número de edición1
- Número de páginas144
- Contacto del fabricanteno disponible
Comprar nuevo
Ver este artículo
EUR 39,23
EUR 4,72 gastos de envío desde Reino Unido a España
Destinos, gastos y plazos de envío
Resultados de la búsqueda para Stochastic Linear-Quadratic Optimal Control Theory:...
Imagen de archivo
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)
Librería: Ria Christie Collections, Uxbridge, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. In. Nº de ref. del artículo: ria9783030483050_new
Cantidad disponible: Más de 20 disponibles
Imagen de archivo
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)
Librería: Chiron Media, Wallingford, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Paperback. Condición: New. Nº de ref. del artículo: 6666-IUK-9783030483050
Cantidad disponible: 10 disponibles
Imagen del vendedor
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Publicado por
Springer International Publishing Jun 2020, 2020
ISBN 10: 3030483053
ISBN 13: 9783030483050
Nuevo
Taschenbuch
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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. 144 pp. Englisch. Nº de ref. del artículo: 9783030483050
Cantidad disponible: 2 disponibles
Imagen del vendedor
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Publicado por
Springer International Publishing, 2020
ISBN 10: 3030483053
ISBN 13: 9783030483050
Nuevo
Kartoniert / Broschiert
Librería: moluna, Greven, Alemania
Calificación del vendedor: 5 de 5 estrellas
Kartoniert / Broschiert. Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a detailed overview of stochastic linear-quadratic control theoryLargely self-contained, allowing readers to pursue independent studyIncludes several explicitly worked-. Nº de ref. del artículo: 448683126
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Publicado por
Springer International Publishing, 2020
ISBN 10: 3030483053
ISBN 13: 9783030483050
Nuevo
Taschenbuch
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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. Nº de ref. del artículo: 9783030483050
Cantidad disponible: 1 disponibles
Imagen de archivo
STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL THEORY DIFFERENTIAL GAMES AND MEAN FIELD PROBLEMS (PB 2020)
Librería: Basi6 International, Irving, TX, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Nº de ref. del artículo: ABEJUNE24-259660
Cantidad disponible: 3 disponibles
Imagen de archivo
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)
Librería: California Books, Miami, FL, Estados Unidos de America
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Nº de ref. del artículo: I-9783030483050
Cantidad disponible: Más de 20 disponibles
Imagen del vendedor
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Publicado por
Springer International Publishing, Springer International Publishing Jun 2020, 2020
ISBN 10: 3030483053
ISBN 13: 9783030483050
Nuevo
Taschenbuch
Librería: buchversandmimpf2000, Emtmannsberg, BAYE, Alemania
Calificación del vendedor: 5 de 5 estrellas
Taschenbuch. Condición: Neu. Neuware -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 results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 144 pp. Englisch. Nº de ref. del artículo: 9783030483050
Cantidad disponible: 2 disponibles
Imagen de archivo
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)
Librería: Books Puddle, New York, NY, Estados Unidos de America
Calificación del vendedor: 4 de 5 estrellas
Condición: New. Nº de ref. del artículo: 26377924462
Cantidad disponible: 4 disponibles
Imagen de archivo
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)
Impresión bajo demandaLibrería: Majestic Books, Hounslow, Reino Unido
Calificación del vendedor: 5 de 5 estrellas
Condición: New. Print on Demand. Nº de ref. del artículo: 384898225
Cantidad disponible: 4 disponibles