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A Course on Optimal Control / Gjerrit Meinsma, Arjan van der Schaft
| A Course on Optimal Control / Gjerrit Meinsma, Arjan van der Schaft |
| Autore | Meinsma, Gjerrit |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | x, 276 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schaft, Arjan van der |
| Soggetto non controllato |
Calculus of variations
Differential equations Dynamic Programming LQ Optimal Control Lyapunov functions Optimal Control Pontryagin's Minimum Principle |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0279382 |
Meinsma, Gjerrit
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
A Course on Optimal Control / Gjerrit Meinsma, Arjan van der Schaft
| A Course on Optimal Control / Gjerrit Meinsma, Arjan van der Schaft |
| Autore | Meinsma, Gjerrit |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | x, 276 p. : ill. ; 24 cm |
| Altri autori (Persone) | Schaft, Arjan van der |
| Soggetto topico |
37Nxx - Applications of dynamical systems [MSC 2020]
49-XX - Calculus of variations and optimal control; optimization [MSC 2020] 49K40 - Sensitivity, stability, well-posedness [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 97Nxx - Education of numerical mathematics [MSC 2020] |
| Soggetto non controllato |
Calculus of variations
Differential equations Dynamic Programming LQ Optimal Control Lyapunov functions Optimal Control Pontryagin's Minimum Principle |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279382 |
|
Meinsma, Gjerrit
|
||
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
93E20 - Optimal stochastic control [MSC 2020]
60H10 - Stochastic ordinary differential equations [MSC 2020] 60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 49N10 - Linear-quadratic optimal control problems [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0124566 |
|
Wang, Guangchen
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| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong
| An Introduction to Optimal Control of FBSDE with Incomplete Information / Guangchen Wang, Zhen Wu, Jie Xiong |
| Autore | Wang, Guangchen |
| Pubbl/distr/stampa | Cham, : Springer, 2018 |
| Descrizione fisica | xi, 116 p. ; 24 cm |
| Altri autori (Persone) |
Wu, Zhen
Xiong, Jie |
| Soggetto topico |
49N10 - Linear-quadratic optimal control problems [MSC 2020]
60G35 - Signal detection and filtering (aspects of stochastic processes) [MSC 2020] 60H10 - Stochastic ordinary differential equations [MSC 2020] 91G80 - Financial applications of other theories [MSC 2020] 93E11 - Filtering in stochastic control theory [MSC 2020] 93E20 - Optimal stochastic control [MSC 2020] |
| Soggetto non controllato |
Backward Separation Approach
Backward Stochastic Differential Equation Closed-form Optimal Solution LQ Optimal Control Mathematical Finance Optimal Filtering Stochastic Maximum Principle Verification Theorem |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00124566 |
|
Wang, Guangchen
|
||
| Cham, : Springer, 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||