Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
Jingrui Sun, Jiongmin Yong
Topics & Concepts
Linear-quadratic-Gaussian controlControl (management)Optimal controlStochastic controlStochastic differential equationDifferential (mechanical device)Quadratic equationMathematicsField (mathematics)Mathematical optimizationComputer scienceApplied mathematicsEngineeringArtificial intelligencePure mathematicsAerospace engineeringGeometrySpacecraft Dynamics and Control