Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Jingrui Sun, Jiongmin Yong
Springer Nature Switzerland AG, 2020
79,75 €On orderDelivery: 2-3 weeks
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
- ISBN-13
- 9783030483050
- ISBN-10
- 3030483053
- Publisher
- Springer Nature Switzerland AG
- Year
- 2020
- Publication date
- 2020-06-30
- Pages
- 130
- Dimensions
- 233x155x12
- Weight
- 228