1.

Record Nr.

UNICAMPANIAVAN0249883

Autore

Sun, Jingrui

Titolo

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems / Jingrui Sun, Jiongmin Yong

Pubbl/distr/stampa

Cham, : Springer, 2020

Titolo uniforme

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

Descrizione fisica

xii, 130 p. : ill. ; 24 cm

Altri autori (Persone)

Yong, Jiongmin

Soggetti

93E20 - Optimal stochastic control [MSC 2020]

91A05 - 2-person games [MSC 2020]

49N10 - Linear-quadratic optimal control problems [MSC 2020]

91A23 - Differential games (aspects of game theory) [MSC 2020]

93-XX - Systems theory; control [MSC 2020]

49N70 - Differential games and control [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia