Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems / Jingrui Sun, Jiongmin Yong
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Sun, Jingrui
|
| Titolo: |
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems / Jingrui Sun, Jiongmin Yong
|
| Pubblicazione: | 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 |
| Soggetto topico: | 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] | |
| Soggetto non controllato: | Linear quadratic optimal control |
| Mean-field | |
| Nash equilibrium | |
| Riccati equation | |
| Two-person differential game | |
| Altri autori: |
Yong, Jiongmin
|
| Titolo autorizzato: | Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0249883 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | http://doi.org/10.1007/978-3-030-48306-7 |
| Opac: | Controlla la disponibilità qui |
Serie:
SpringerBriefs in mathematics Berlin [etc.] . -Springer