Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

by Jingrui Sun and Jiongmin Yong

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 the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues - the existence...

• Format: Paperback
• Language: English
• ISBN: 3030209210
• ISBN13: 9783030209216
• Release Date: June 2020
• Publisher: Springer
• Length: 120 Pages
• Weight: 0.44 lbs.
• Dimensions: 0.3" x 6.1" x 9.2"