國立虎尾科技大學 |

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems/ by Jingrui Sun, Jiongmin Yong.
作者:	Sun, Jingrui.
其他作者:	Yong, Jiongmin.
面頁冊數:	XII, 130 p. 1 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Mathematical optimization. -
電子資源:	https://doi.org/10.1007/978-3-030-48306-7
ISBN:	9783030483067

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Sun, Jingrui.

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems[electronic resource] /by Jingrui Sun, Jiongmin Yong. - 1st ed. 2020. - XII, 130 p. 1 illus. in color.online resource. - SpringerBriefs in Mathematics,2191-8198. - SpringerBriefs in Mathematics,.

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

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. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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: 9783030483067

Standard No.: 10.1007/978-3-030-48306-7doiSubjects--Topical Terms:

527675
Mathematical optimization.

LC Class. No.: QA402.5-402.6

Dewey Class. No.: 519.6

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
LDR:02755nam a22003975i 4500 001 1024431
003 DE-He213
005 20200705020226.0
007 cr nn 008mamaa
008 210318s2020 gw | s |||| 0|eng d
020 $a 9783030483067 $9 978-3-030-48306-7
024 7 $a 10.1007/978-3-030-48306-7 $2 doi
035 $a 978-3-030-48306-7
050 4 $a QA402.5-402.6
072 7 $a PBU $2 bicssc
072 7 $a MAT003000 $2 bisacsh
072 7 $a PBU $2 thema
082 0 4 $a 519.6 $2 23
100 1 $a Sun, Jingrui. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1320241
245 1 0 $a Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems $h [electronic resource] / $c by Jingrui Sun, Jiongmin Yong.
250 $a 1st ed. 2020.
264 1 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2020.
300 $a XII, 130 p. 1 illus. in color. $b online resource.
336 $a text $b txt $2 rdacontent
337 $a computer $b c $2 rdamedia
338 $a online resource $b cr $2 rdacarrier
347 $a text file $b PDF $2 rda
490 1 $a SpringerBriefs in Mathematics, $x 2191-8198
505 0 $a 1 -- Some Elements of Linear-Quadratic Optimal Controls -- 2. Linear-Quadratic Two-Person Diﬀerential Games -- 3. Mean-Field Linear-Quadratic Optimal Controls. .
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 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. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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 527675
650 0 $a Probabilities. $3 527847
650 0 $a System theory. $3 566168
650 0 $a Mathematics—Philosophy. $3 1254283
650 1 4 $a Optimization. $3 669174
650 2 4 $a Probability Theory and Stochastic Processes. $3 593945
650 2 4 $a Systems Theory, Control. $3 669337
650 2 4 $a Philosophy of Mathematics. $3 1108410
700 1 $a Yong, Jiongmin. $e author. $4 aut $4 http://id.loc.gov/vocabulary/relators/aut $3 1320242
710 2 $a SpringerLink (Online service) $3 593884
773 0 $t Springer Nature eBook
776 0 8 $i Printed edition: $z 9783030483050
776 0 8 $i Printed edition: $z 9783030483074
830 0 $a SpringerBriefs in Mathematics, $x 2191-8198 $3 1255329
856 4 0 $u https://doi.org/10.1007/978-3-030-48306-7
912 $a ZDB-2-SMA
912 $a ZDB-2-SXMS
950 $a Mathematics and Statistics (SpringerNature-11649)
950 $a Mathematics and Statistics (R0) (SpringerNature-43713)