Copied Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
Price Comparison
| Seller | Contact Seller | List Price | On Sale | Shipping | Best Promo | Final Price | Volume Discount | Financing | Availability | Seller's Page |
|---|---|---|---|---|---|---|---|---|---|---|
|
BEST PRICE 1 Product Purchase
|
|
$54.99 | $54.99 |
|
$54.99 | See Site | In stock | Visit Store |
Reviews
Questions & Answers
The Practice of Quixotism
$39.99
Swinging and Rolling
$119.99
Collective Action for Social Change
$109.99
The Method of the Correlation Function in Superconductivity Theory
$39.99
In Pursuit of Moby-Dick
$44.99
Clinical Decision Making in Colorectal Surgery
$249.99
Electric Energy Storage Systems
$84.99
Pediatric Nuclear Medicine and Molecular Imaging
$109.00
Understanding Post-Soviet Transitions
$54.99
Quantum Thermodynamics and Optomechanics
$109.99
NMR-Bioassay Guided Isolation of the Natural 20S Proteasome Inhibitors from Photorhabdus Luminescens
$54.99
Cybersecurity for Industry 4.0
$99.00
Challenges in Mechanics of Time-Dependent Materials, Volume 2
$129.00
New Methodologies and Techniques for a Sustainable Organic Chemistry
$329.99
Mathesis universalis Die aktuelle Relevanz der Strukturen der Lebenswelt
$84.99
Planning Chinese Characters
$169.99
The Transformation of Management
$54.99
Negotiating Fatherhood
$39.99
Maregeln zur Verhtung von Waldbrnden
$54.99
The Missing Magic: A Branches Book (Unicorn Diaries #7)
$4.49
Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problem
$54.99
Hereditary Tyrosinemia
$199.99
Consumption and the Globalization Project
$54.99
Der Einflu von Antihypertonika-Kombinationen (Reserpin, Clonidin und Acetylandromedol) auf den Blut
$54.99
Wie regele ich meine Nachfolge?
$37.99
Computersimulationen in politischen Entscheidungsprozessen
$39.99
The Fairy Tale of Nuclear Fusion
$84.99
Linear Representations of Finite Groups
$74.95
Sustainable Management and Utilization of Sewage Sludge
$199.99
Revolution
$9.74
Foucault/Paul
$39.99
The Romantic Ethic and the Spirit of Modern Consumerism
$69.99
Magic and Antimagic Graphs
$159.99
Allgemeine Einleitung Kohlenstoff Carbonate Silicate I
$69.99
Friedrich Engels Eine Biographie 1
$59.99
Arbeiten mit Dialysepatienten
$14.99
Intelligent Information Processing II
$129.00
Strukturierung strategischer Planungsprozesse
$59.99
Galois Theory of Linear Differential Equations
$139.99
Exploring Developmental Trauma Disorder Among Offending Populations
$54.99
