Recently Viewed

New

Stochastic Linear-Quadratic Optimal Control Theory: Volume 1 by Jingrui Sun 9783030209216

No reviews yet Write a Review
RRP: £54.99
Booksplease Price: £27.79
Booksplease saves you

  Bookmarks: Included free with every order
  Delivery: We ship to over 200 countries from the UK
  Range: Millions of books available
  Reviews: Booksplease rated "Excellent" on Trustpilot

  FREE UK DELIVERY: When You Buy 3 or More Books - Use code: FREEUKDELIVERY in your cart!

SKU:
9783030209216
Available from Booksplease!
Availability: Usually dispatched within 4 working days

Frequently Bought Together:

Total: Inc. VAT
Total: Ex. VAT

Description

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. The results are introduced in the context of finite and infinite horizon problems, and for two-player zero-sum and nonzero-sum differential games. A number of new and interesting issues are presented, and 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 - are precisely identified for the first time. Though 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. Researchers in some other related areas, such as engineering, management, finance/economics and the social sciences, will also find the book useful.

Book Information
ISBN 9783030209216
Author Jingrui Sun
Format Paperback
Page Count 126
Imprint Springer Nature Switzerland AG
Publisher Springer Nature Switzerland AG

Reviews

No reviews yet Write a Review

Booksplease  Reviews


J - United Kingdom

Fast and efficient way to choose and receive books

This is my second experience using Booksplease. Both orders dealt with very quickly and despatched. Now waiting for my next read to drop through the letterbox.

J - United Kingdom

T - United States

Will definitely use again!

Great experience and I have zero concerns. They communicated through the shipping process and if there was any hiccups in it, they let me know. Books arrived in perfect condition as well as being fairly priced. 10/10 recommend. I will definitely shop here again!

T - United States

R - Spain

The shipping was just superior

The shipping was just superior; not even one of the books was in contact with the shipping box -anywhere-, not even a corner or the bottom, so all the books arrived in perfect condition. The international shipping took around 2 weeks, so pretty great too.

R - Spain

J - United Kingdom

Found a hard to get book…

Finding a hard to get book on Booksplease and with it not being an over inflated price was great. Ordering was really easy with updates on despatch. The book was packaged well and in great condition. I will certainly use them again.

J - United Kingdom