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100   $a20200629d2020      u|         0
101 0 $aeng
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181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aStochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems /$fby Jingrui Sun, Jiongmin Yong
205   $a1st ed. 2020.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2020.
215   $a1 online resource (138 pages) $cillustrations
225 1 $aSpringerBriefs in Mathematics,$x2191-8201
300   $aIncludes index.
311 08$a3-030-48305-3 
327   $a1 -- Some Elements of Linear-Quadratic Optimal Controls -- 2. Linear-Quadratic Two-Person Di?erential Games -- 3. Mean-Field Linear-Quadratic Optimal Controls. .
330   $aThis book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
410  0$aSpringerBriefs in Mathematics,$x2191-8201
606   $aMathematical optimization
606   $aCalculus of variations
606   $aProbabilities
606   $aSystem theory
606   $aControl theory
606   $aMathematics$xPhilosophy
606   $aCalculus of Variations and Optimization
606   $aProbability Theory
606   $aSystems Theory, Control
606   $aPhilosophy of Mathematics
615  0$aMathematical optimization.
615  0$aCalculus of variations.
615  0$aProbabilities.
615  0$aSystem theory.
615  0$aControl theory.
615  0$aMathematics$xPhilosophy.
615 14$aCalculus of Variations and Optimization.
615 24$aProbability Theory.
615 24$aSystems Theory, Control.
615 24$aPhilosophy of Mathematics.
676   $a519.6
676   $a519.6
700   $aSun$b Jingrui$4aut$4http://id.loc.gov/vocabulary/relators/aut$0641505
702   $aYong$b Jiongmin$4aut$4http://id.loc.gov/vocabulary/relators/aut
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910483783203321
996   $aStochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems$92368774
997   $aUNINA