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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems / Jingrui Sun, Jiongmin Yong
| Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems / Jingrui Sun, Jiongmin Yong |
| Autore | Sun, Jingrui |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xii, 130 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| 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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249883 |
Sun, Jingrui
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions / Jingrui Sun, Jiongmin Yong
| Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions / Jingrui Sun, Jiongmin Yong |
| Autore | Sun, Jingrui |
| Pubbl/distr/stampa | Cham, : Springer, 2020 |
| Descrizione fisica | xiv, 120 p. : ill. ; 24 cm |
| Altri autori (Persone) | Yong, Jiongmin |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
49N10 - Linear-quadratic optimal control problems [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 49N70 - Differential games and control [MSC 2020] |
| Soggetto non controllato |
Algebraic Riccati equation
Closed-loop Diffenrential Riccati equation Linear quadratic optimal control Open-loop |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0249885 |
|
Sun, Jingrui
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| Cham, : Springer, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||