Stochastic linear-quadratic optimal control theory: differential games and mean-field problems
Auteur :
Sun, Jingrui / Yong, Jiongmin
Éditeur :
Springer Nature Switzerland AG
ISBN :
9783030483050
Date de publication :
30 juin 2020
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.