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

by Jingrui Sun and Jiongmin Yong

1.- Some Elements of Linear-Quadratic Optimal Controls.- 2. Linear-Quadratic Two-Person Differential Games.- 3. Mean-Field Linear-Quadratic Optimal Controls.

• Format: Paperback
• Language: English
• ISBN: 3030483053
• ISBN13: 9783030483050
• Release Date: June 2020
• Publisher: Springer
• Length: 130 Pages
• Weight: 0.47 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"