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010   $a3-030-20922-9
024 7 $a10.1007/978-3-030-20922-3
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035   $a(MiAaPQ)EBC6271291
035   $a(DE-He213)978-3-030-20922-3
035   $a(PPN)248596330
035   $a(EXLCZ)994100000011325779
100   $a20200629d2020      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aStochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions /$fby Jingrui Sun, Jiongmin Yong
205   $a1st ed. 2020.
210  1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2020.
215   $a1 online resource (xii, 130 pages)
225 1 $aSpringerBriefs in Mathematics,$x2191-8201
300   $aIncludes index.
311 08$a3-030-20921-0 
327   $a1 introduction -- 2 Linear-Quadratic Optimal Controls in Finite Horizons -- 3 Linear-Quadratic Optimal Controls in Infinite Horizons -- 4 Linear Algebra and BSDEs.
330   $aThis book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues ? the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
410  0$aSpringerBriefs in Mathematics,$x2191-8201
606   $aMathematical optimization
606   $aCalculus of variations
606   $aProbabilities
606   $aSystem theory
606   $aControl theory
606   $aGame theory
606   $aCalculus of Variations and Optimization
606   $aProbability Theory
606   $aSystems Theory, Control
606   $aGame Theory
615  0$aMathematical optimization.
615  0$aCalculus of variations.
615  0$aProbabilities.
615  0$aSystem theory.
615  0$aControl theory.
615  0$aGame theory.
615 14$aCalculus of Variations and Optimization.
615 24$aProbability Theory.
615 24$aSystems Theory, Control.
615 24$aGame Theory.
676   $a519.3
676   $a515.64
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   $a9910484349303321
996   $aStochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions$92366558
997   $aUNINA