Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics) - Image 1

£34.91

Springer Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)

Name: Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)
Brand: Springer
Price: 34.91 GBP
Availability: InStock

Reference

Same price for 9 weeks. Today is much like next week.

£35 for 61 days straight · last change was Dec 2025

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 623 days • 623 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 623 days • 5 price levels

Days at Price

Current Price

Price Analysis

Most common price: £35 (484 days, 77.7%)

Price range: £26 - £35

Price levels: 5 different prices over 623 days

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. 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.

Product Specifications

Brand: Springer
Format: paperback
ASIN: 3030483053
Category: Books > Subjects > Reference
Domain: Amazon UK
Release Date: 30 June 2020
Listed Since: 17 April 2020

Barcode

No barcode data available

Springer Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems (SpringerBriefs in Mathematics)

Same price for 9 weeks. Today is much like next week.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

An Introduction to Optimal Control Theory: The Dynamic Programming Approach: 76 (Texts in Applied Mathematics, 76)

Mathematical Control Theory and Finance

Optimal Control Theory: Applications to Management Science and Economics (Springer Texts in Business and Economics)

Optimal Control and Dynamic Games: Applications in Finance, Management Science and Economics: 7 (Advances in Computational Management Science, 7)

OPTIMAL CONTROL THEORY ECON.APPLIC. (Advanced Textbooks in Economics): Volume 24

Optimal Control Theory With Economic Applications

Optimal Control Theory and Static Optimization in Economics

Optimal Control of a Double Integrator: A Primer on Maximum Principle: 68 (Studies in Systems, Decision and Control, 68)

Stochastic Control Theory: Dynamic Programming Principle: 72 (Probability Theory and Stochastic Modelling, 72)

Optimal Control Systems (Electrical Engineering Series)

Optimization and Optimal Control in a Nutshell (Engineering Optimization: Methods and Applications)

Time Optimal Control of Evolution Equations: 92 (Progress in Nonlinear Differential Equations and Their Applications, 92)

Stochastic Differential Inclusions and Applications: 80 (Springer Optimization and Its Applications, 80)

Singular Linear-Quadratic Zero-Sum Differential Games and H∞ Control Problems: Regularization Approach (Static & Dynamic Game Theory: Foundations & Applications)

Optimal Control: An Introduction to the Theory with Applications (Oxford Applied Mathematics & Computing Science Series)

Applications of Stochastic Optimal Control to Economics and Finance

Nonlinear Optimal Control Theory (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics)

Numerical Methods for Optimal Control Problems: 29 (Springer INdAM Series, 29)

Nonlinear Model Predictive Control: Theory and Algorithms (Communications and Control Engineering)

Numerical Methods for Stochastic Control Problems in Continuous Time: 24 (Stochastic Modelling and Applied Probability, 24)

Designing Optimal Systems with Stochastic Programming

Optimal Control with Engineering Applications

Control Theory for Partial Differential Equations: Continuous and Approximation Theories: 75 (Encyclopedia of Mathematics and its Applications, Series Number 75)