Hurtig levering
Fremragende Trustpilot
Op til 20% Rabat på nye medlemsordrer
Kurv
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Af: Jingrui Sun, Jiongmin Yong Engelsk Paperback
SPAR
kr 134
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Af: Jingrui Sun, Jiongmin Yong Engelsk Paperback

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.

Eksklusiv medlemspris 485 kr
Medlemspris 498 kr
Eksklusiv medlemspris og medlemspris er kun for medlemmer. Du bliver automatisk medlem når du køber til eksklusiv medlemspris eller medlemspris. Få 7 dages gratis medlemskab (herefter automatisk 89 kr/30 dage). Læs mere om fordelene
Gratis fragt
23 - 25 hverdage
10 kr
Lavt pakkegebyr
Normalpris 619 kr
Fragt: 59 kr
23 - 25 hverdage
20 kr
Pakkegebyr
Spar 134 kr
Se vores konkurrenters priser her
God 15.826 anmeldelser på

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.

Produktdetaljer
Sprog: Engelsk
Sider: 130
ISBN-13: 9783030483050
Indbinding: Paperback
Udgave:
ISBN-10: 3030483053
Udg. Dato: 30 jun 2020
Længde: 0mm
Bredde: 235mm
Højde: 155mm
Oplagsdato: 30 jun 2020
Forfatter(e): Jingrui Sun, Jiongmin Yong
Forfatter(e) Jingrui Sun, Jiongmin Yong


Kategori Kybernetik og systemteori


Sprog Engelsk


Indbinding Paperback


Sider 130


Udgave


Længde 0mm


Bredde 235mm


Højde 155mm

MEDLEMSFORDELE
GRATIS FRAGT
SPAR OP TIL 90%
Andre har også købt
BOG (INDBUNDET)
Eksklusiv medlemspris kr 380

kr 499
Normalpris
kr 392
Medlemspris
SPAR
kr 119
BOG (INDBUNDET)
Eksklusiv medlemspris kr 859

kr 1.499
Normalpris
kr 923
Medlemspris
SPAR
kr 640
BOG (INDBUNDET)
Eksklusiv medlemspris kr 214

kr 320
Normalpris
kr 225
Medlemspris
SPAR
kr 106
BOG (HÆFTET)
Eksklusiv medlemspris kr 199

kr 299
Normalpris
kr 209
Medlemspris
SPAR
kr 100
BOG (INDBUNDET)
Eksklusiv medlemspris kr 170

kr 270
Normalpris
kr 180
Medlemspris
SPAR
kr 100
BOG (INDBUNDET)
Eksklusiv medlemspris kr 203

kr 300
Normalpris
kr 213
Medlemspris
SPAR
kr 97
BOG (HÆFTET)
Eksklusiv medlemspris kr 211

kr 299
Normalpris
kr 220
Medlemspris
SPAR
kr 88
BOG (INDBUNDET)
Eksklusiv medlemspris kr 262

kr 349
Normalpris
kr 271
Medlemspris
SPAR
kr 87
BOG (HÆFTET)
Eksklusiv medlemspris kr 185

kr 220
Normalpris
kr 189
Medlemspris
SPAR
kr 35
BOG (PAPERBACK)
Eksklusiv medlemspris kr 165

kr 198
Normalpris
kr 168
Medlemspris
SPAR
kr 33
BOG (INDBUNDET)
Eksklusiv medlemspris kr 175

kr 299
Normalpris
kr 187
Medlemspris
SPAR
kr 124
BOG (HÆFTET)
Eksklusiv medlemspris kr 27

kr 227
Normalpris
kr 47
Medlemspris
SPAR
kr 200
BOG (INDBUNDET)
Eksklusiv medlemspris kr 211

kr 299
Normalpris
kr 220
Medlemspris
SPAR
kr 88
BOG (HARDBACK)
Eksklusiv medlemspris kr 223

kr 299
Normalpris
kr 231
Medlemspris
SPAR
kr 76
BOG (HÆFTET)
Eksklusiv medlemspris kr 275

kr 320
Normalpris
kr 280
Medlemspris
SPAR
kr 45
BOG (PAPERBACK)
Eksklusiv medlemspris kr 84

kr 90
Normalpris
kr 85
Medlemspris
SPAR
kr 6
BOG (INDBUNDET)
Eksklusiv medlemspris kr 150

kr 199
Normalpris
kr 155
Medlemspris
SPAR
kr 49
BOG (HÆFTET)
Eksklusiv medlemspris kr 152

kr 199
Normalpris
kr 157
Medlemspris
SPAR
kr 47
BOG (INDBUNDET)
Eksklusiv medlemspris kr 329

kr 499
Normalpris
kr 346
Medlemspris
SPAR
kr 170
BOG (INDBUNDET)
Eksklusiv medlemspris kr 240

kr 349
Normalpris
kr 251
Medlemspris
SPAR
kr 109
Vi anbefaler også
BOG (PAPERBACK)
Eksklusiv medlemspris kr 485

kr 619
Normalpris
kr 498
Medlemspris
SPAR
kr 134
BOG (PAPERBACK)
Eksklusiv medlemspris kr 601

kr 788
Normalpris
kr 620
Medlemspris
SPAR
kr 187
BOG (PAPERBACK)
Eksklusiv medlemspris kr 919

kr 1.239
Normalpris
kr 951
Medlemspris
SPAR
kr 320
BOG (PAPERBACK)
Eksklusiv medlemspris kr 838

kr 1.126
Normalpris
kr 867
Medlemspris
SPAR
kr 288
BOG (PAPERBACK)
Eksklusiv medlemspris kr 919

kr 1.239
Normalpris
kr 951
Medlemspris
SPAR
kr 320
BOG (PAPERBACK)
Eksklusiv medlemspris kr 407

kr 506
Normalpris
kr 417
Medlemspris
SPAR
kr 99
BOG (PAPERBACK)
Eksklusiv medlemspris kr 643

kr 844
Normalpris
kr 663
Medlemspris
SPAR
kr 201
BOG (HARDBACK)
Eksklusiv medlemspris kr 761

kr 1.014
Normalpris
kr 786
Medlemspris
SPAR
kr 253
BOG (HARDBACK)
Eksklusiv medlemspris kr 916

kr 1.239
Normalpris
kr 948
Medlemspris
SPAR
kr 323
BOG (PAPERBACK)
Eksklusiv medlemspris kr 604

kr 788
Normalpris
kr 622
Medlemspris
SPAR
kr 184
BOG (HARDBACK)
Eksklusiv medlemspris kr 637

kr 806
Normalpris
kr 654
Medlemspris
SPAR
kr 169
BOG (PAPERBACK)
Eksklusiv medlemspris kr 761

kr 1.014
Normalpris
kr 786
Medlemspris
SPAR
kr 253
BOG (PAPERBACK)
Eksklusiv medlemspris kr 916

kr 1.239
Normalpris
kr 948
Medlemspris
SPAR
kr 323
BOG (PAPERBACK)
Eksklusiv medlemspris kr 899

kr 1.215
Normalpris
kr 931
Medlemspris
SPAR
kr 316
BOG (PAPERBACK)
Eksklusiv medlemspris kr 294

kr 349
Normalpris
kr 300
Medlemspris
SPAR
kr 55
BOG (PAPERBACK)
Eksklusiv medlemspris kr 446

kr 563
Normalpris
kr 458
Medlemspris
SPAR
kr 117
BOG (PAPERBACK)
Eksklusiv medlemspris kr 461

kr 529
Normalpris
kr 468
Medlemspris
SPAR
kr 68
BOG (PAPERBACK)
Eksklusiv medlemspris kr 485

kr 619
Normalpris
kr 498
Medlemspris
SPAR
kr 134