000			01832 a2200277 4500
003			OSt
005			20250103172337.0
008			250103b xxu||||| |||| 00| 0 eng d
020			_a9783030209216
040			_cIIT Kanpur
041			_aeng
082			_a516.642 _bSu71s
100			_aSun, Jingrui
245			_aStochastic linear-quadratic optimal control theory _bopen-loop and closed-loop solutions _cJingrui Sun and Jiongmin Yong
260			_bSpringer _c2020 _aSwitzerland
300			_axiv, 120p
440			_aSpringer briefs in mathematics
490			_a/ edited by Nicola Bellomo ... [et al.]
520			_aThis 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			_aMathematical optimization
650			_aMathematics philosophy
650			_aProbabilities
650			_aSystem theory
700			_aYong, Jiongmin
942			_cBK
999			_c567320 _d567320