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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
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This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stocha
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Unique in scope, Optimal Control: Weakly Coupled Systems and Applications provides complete coverage of modern linear, bilinear, and nonlinear optimal control a
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This is the first book to systematically present control theory for stochastic distributed parameter systems, a comparatively new branch of mathematical control
Optimal Control
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Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory