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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Paperback

Series: Springerbriefs in Mathematics

CalculusGeneral ScienceProbability & Statistics

ISBN10: 3030483053
ISBN13: 9783030483050
Publisher: Springer Nature
Published: Jun 30 2020
Pages: 130
Weight: 0.47
Height: 0.31 Width: 6.14 Depth: 9.21
Language: English

1.- Some Elements of Linear-Quadratic Optimal Controls.- 2. Linear-Quadratic Two-Person Differential Games.- 3. Mean-Field Linear-Quadratic Optimal Controls.

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Calculus