Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions - SpringerBriefs in Mathematics
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9783030209216, 9783030209223

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Linear-Quadratic Optimal Controls in Finite Horizons

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions - SpringerBriefs in Mathematics ◽

10.1007/978-3-030-20922-3_2 ◽

2020 ◽

pp. 11-59

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Optimal Controls ◽

Linear Quadratic ◽

Finite Horizons

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Introduction

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions - SpringerBriefs in Mathematics ◽

10.1007/978-3-030-20922-3_1 ◽

2020 ◽

pp. 1-10

Author(s):

Jingrui Sun ◽

Jiongmin Yong

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Linear-Quadratic Optimal Controls in Infinite Horizons

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions - SpringerBriefs in Mathematics ◽

10.1007/978-3-030-20922-3_3 ◽

2020 ◽

pp. 61-103

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Optimal Controls ◽

Linear Quadratic

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