LIBROS DEL AUTOR: jingrui sun

2 resultados para LIBROS DEL AUTOR: jingrui sun

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  • Stochastic Linear-Quadratic Optimal Control Theory
    Jingrui Sun / Jiongmin Yong
      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 interconnect...
    Disponible

    80,41 €

  • Stochastic Linear-Quadratic Optimal Control Theory
    Jingrui Sun / Jiongmin Yong
    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 results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Fu...
    Disponible

    80,44 €