| 000 -LEADER |
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| fixed length control field |
01832 a2200277 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20250103172337.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
250103b xxu||||| |||| 00| 0 eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| ISBN |
9783030209216 |
| 040 ## - CATALOGING SOURCE |
|---|
| Transcribing agency |
IIT Kanpur |
| 041 ## - LANGUAGE CODE |
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| Language code of text/sound track or separate title |
eng |
| 082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER |
|---|
| Classification number |
516.642 |
| Item number |
Su71s |
| 100 ## - MAIN ENTRY--AUTHOR NAME |
|---|
| Personal name |
Sun, Jingrui |
| 245 ## - TITLE STATEMENT |
|---|
| Title |
Stochastic linear-quadratic optimal control theory |
| Remainder of title |
open-loop and closed-loop solutions |
| Statement of responsibility, etc |
Jingrui Sun and Jiongmin Yong |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
|---|
| Name of publisher |
Springer |
| Year of publication |
2020 |
| Place of publication |
Switzerland |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Number of Pages |
xiv, 120p |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Springer briefs in mathematics |
| 490 ## - SERIES STATEMENT |
|---|
| Series statement |
/ edited by Nicola Bellomo ... [et al.] |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Mathematical optimization |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Mathematics philosophy |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
Probabilities |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical Term |
System theory |
| 700 ## - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Yong, Jiongmin |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Koha item type |
Books |
