Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions write by Jingrui Sun. This book was released on 2020-06-29. Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions available in PDF, EPUB and Kindle. 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.
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems write by Jingrui Sun. This book was released on 2020-06-29. Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems available in PDF, EPUB and Kindle. 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 identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. 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.
Optimal Control
Optimal Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimal Control write by Brian D. O. Anderson. This book was released on 1990. Optimal Control available in PDF, EPUB and Kindle.
Linear Stochastic Control Systems
Linear Stochastic Control Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Linear Stochastic Control Systems write by Goong Chen. This book was released on 1995-07-12. Linear Stochastic Control Systems available in PDF, EPUB and Kindle. Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.
Optimal Control
Optimal Control - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimal Control write by Zoran Gajic. This book was released on 2018-10-03. Optimal Control available in PDF, EPUB and Kindle. Unique in scope, Optimal Control: Weakly Coupled Systems and Applications provides complete coverage of modern linear, bilinear, and nonlinear optimal control algorithms for both continuous-time and discrete-time weakly coupled systems, using deterministic as well as stochastic formulations. This book presents numerous applications to real world systems from various industries, including aerospace, and discusses the design of subsystem-level optimal filters. Organized into independent chapters for easy access to the material, this text also contains several case studies, examples, exercises, computer assignments, and formulations of research problems to help instructors and students.
