Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
Download or Read eBook Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions PDF written by Qi Lü and published by American Mathematical Society. This book was released on 2024-03-18 with total page 120 pages. Available in PDF, EPUB and Kindle.
Author | : Qi Lü |
Publisher | : American Mathematical Society |
Total Pages | : 120 |
Release | : 2024-03-18 |
ISBN-10 | : 9781470468750 |
ISBN-13 | : 1470468751 |
Rating | : 4/5 (50 Downloads) |
Book Synopsis Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions by : Qi Lü
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