• Accueil   >  
  • Reference   >  
  • Mathematics   >  
  • Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Téléchargez le livre : Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

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



de

,

Éditeur :

Springer


Collection :

SpringerBriefs in Mathematics

Paru le : 2020-06-29



eBook Téléchargement , DRM LCP 🛈 DRM Adobe 🛈
Lecture en ligne (streaming)
68,56 €
Téléchargement immédiat
Dès validation de votre commande
Ajouter à ma liste d'envies
Image Louise Reader présentation

Louise Reader

Lisez ce titre sur l'application Louise Reader.

badge apple Application Louise Reader
badge Android Application Louise Reader
Description

 

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 of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. 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.
Pages
120 pages
Collection
SpringerBriefs in Mathematics
Parution
2020-06-29
Marque
Springer
EAN papier
9783030209216
EAN PDF
9783030209223
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
12
Taille du fichier
1905 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
68,56 €
EAN EPUB
9783030209223
Informations sur l'ebook
Nombre pages copiables
1
Nombre pages imprimables
12
Taille du fichier
11233 Ko
Ce livre est accessible aux handicaps Voir les informations sur l'accessibilité
Prix
68,56 €

Suggestions personnalisées