Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems - SpringerBriefs in Mathematics
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9783030483050, 9783030483067

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Linear-Quadratic Two-Person Differential Games

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

10.1007/978-3-030-48306-7_2 ◽

2020 ◽

pp. 15-67

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Differential Games ◽

Linear Quadratic

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Some Elements of Linear-Quadratic Optimal Controls

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

10.1007/978-3-030-48306-7_1 ◽

2020 ◽

pp. 1-13

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Optimal Controls ◽

Linear Quadratic

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Mean-Field Linear-Quadratic Optimal Controls

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

10.1007/978-3-030-48306-7_3 ◽

2020 ◽

pp. 69-123

Author(s):

Jingrui Sun ◽

Jiongmin Yong

Keyword(s):

Mean Field ◽

Optimal Controls ◽

Linear Quadratic

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