語系:
繁體中文
English
說明(常見問題)
圖資館首頁
登入
回首頁
切換:
標籤
|
MARC模式
|
ISBD
Stochastic linear-quadratic optimal ...
~
SpringerLink (Online service)
Stochastic linear-quadratic optimal control theoryopen-loop and closed-loop solutions /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
Stochastic linear-quadratic optimal control theoryby Jingrui Sun, Jiongmin Yong.
其他題名:
open-loop and closed-loop solutions /
作者:
Sun, Jingrui.
其他作者:
Yong, Jiongmin.
出版者:
Cham :Springer International Publishing :2020.
面頁冊數:
xiv, 120 p. :ill., digital ;24 cm.
Contained By:
Springer Nature eBook
標題:
Mathematical optimization.
電子資源:
https://doi.org/10.1007/978-3-030-20922-3
ISBN:
9783030209223$q(electronic bk.)
Stochastic linear-quadratic optimal control theoryopen-loop and closed-loop solutions /
Sun, Jingrui.
Stochastic linear-quadratic optimal control theory
open-loop and closed-loop solutions /[electronic resource] :by Jingrui Sun, Jiongmin Yong. - Cham :Springer International Publishing :2020. - xiv, 120 p. :ill., digital ;24 cm. - SpringerBriefs in mathematics,2191-8198. - SpringerBriefs in mathematics..
1 introduction -- 2 Linear-Quadratic Optimal Controls in Finite Horizons -- 3 Linear-Quadratic Optimal Controls in Infinite Horizons -- 4 Linear Algebra and BSDEs.
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents the results in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, it precisely identifies, for the first time, the interconnections between three well-known, relevant issues - the existence of optimal controls, solvability of the optimality system, and solvability of the associated Riccati equation. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.
ISBN: 9783030209223$q(electronic bk.)
Standard No.: 10.1007/978-3-030-20922-3doiSubjects--Topical Terms:
183292
Mathematical optimization.
LC Class. No.: QC20.7.M27 / S85 2020
Dewey Class. No.: 519.6
Stochastic linear-quadratic optimal control theoryopen-loop and closed-loop solutions /
LDR
:02303nmm a2200349 a 4500
001
593305
003
DE-He213
005
20200705103951.0
006
m d
007
cr nn 008maaau
008
210727s2020 sz s 0 eng d
020
$a
9783030209223$q(electronic bk.)
020
$a
9783030209216$q(paper)
024
7
$a
10.1007/978-3-030-20922-3
$2
doi
035
$a
978-3-030-20922-3
040
$a
GP
$c
GP
041
0
$a
eng
050
4
$a
QC20.7.M27
$b
S85 2020
072
7
$a
PBKQ
$2
bicssc
072
7
$a
MAT005000
$2
bisacsh
072
7
$a
PBKQ
$2
thema
072
7
$a
PBU
$2
thema
082
0 4
$a
519.6
$2
23
090
$a
QC20.7.M27
$b
S957 2020
100
1
$a
Sun, Jingrui.
$3
884647
245
1 0
$a
Stochastic linear-quadratic optimal control theory
$h
[electronic resource] :
$b
open-loop and closed-loop solutions /
$c
by Jingrui Sun, Jiongmin Yong.
260
$a
Cham :
$b
Springer International Publishing :
$b
Imprint: Springer,
$c
2020.
300
$a
xiv, 120 p. :
$b
ill., digital ;
$c
24 cm.
490
1
$a
SpringerBriefs in mathematics,
$x
2191-8198
505
0
$a
1 introduction -- 2 Linear-Quadratic Optimal Controls in Finite Horizons -- 3 Linear-Quadratic Optimal Controls in Infinite Horizons -- 4 Linear Algebra and BSDEs.
520
$a
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.
650
0
$a
Mathematical optimization.
$3
183292
650
0
$a
Probabilities.
$3
182046
650
0
$a
System theory.
$3
183989
650
0
$a
Mathematics
$x
Philosophy.
$3
187658
650
1 4
$a
Calculus of Variations and Optimal Control; Optimization.
$3
274198
650
2 4
$a
Probability Theory and Stochastic Processes.
$3
274061
650
2 4
$a
Systems Theory, Control.
$3
274654
650
2 4
$a
Game Theory, Economics, Social and Behav. Sciences.
$3
274083
700
1
$a
Yong, Jiongmin.
$3
884648
710
2
$a
SpringerLink (Online service)
$3
273601
773
0
$t
Springer Nature eBook
830
0
$a
SpringerBriefs in mathematics.
$3
558795
856
4 0
$u
https://doi.org/10.1007/978-3-030-20922-3
950
$a
Mathematics and Statistics (SpringerNature-11649)
筆 0 讀者評論
全部
電子館藏
館藏
1 筆 • 頁數 1 •
1
條碼號
館藏地
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
000000193295
電子館藏
1圖書
電子書
EB QC20.7.M27 S957 2020 2020
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
多媒體檔案
https://doi.org/10.1007/978-3-030-20922-3
評論
新增評論
分享你的心得
Export
取書館別
處理中
...
變更密碼
登入