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Showing 1 - 2 of 2 results for “jingrui sun”
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  • Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

    by Jingrui Sun, Jiongmin Yong ...
    Series series Mathematics and Statistics (R0)
    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 ... Read more

    $83.99 CAD

  • Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

    by Jingrui Sun, Jiongmin Yong ...
    Series series Mathematics and Statistics (R0)
    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 ... Read more

    $83.99 CAD