南方科技大学知识苑(SUSTech KC): Some Elements of Linear-Quadratic Optimal Controls

题名	Some Elements of Linear-Quadratic Optimal Controls
作者	Sun，Jingrui1 ; Yong，Jiongmin 2
通讯作者	Sun，Jingrui
发表日期	2020
ISBN	978-3-030-48305-0
来源专著	Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
出版地	不详
出版者	Springer Cham
页码	1-13
摘要	This chapter is a brief review on the stochastic linear-quadratic optimal control. Some useful concepts and results, which will be needed throughout this book, are presented in the context of finite and infinite horizon problems. These materials are mainly for beginners and may also serve as a quick reference for knowledgeable readers.
关键词	Closed-loop Finite Horizon Infinite Horizon Linear-quadratic Open-loop Optimal Control Riccati Equation
ISSN	2191-8198
EISSN	2191-8201
Scopus记录号	2-s2.0-85101082357
DOI	10.1007/978-3-030-48306-7_1
相关链接	[Scopus记录]
语种	英语
学校署名	第一 ; 通讯
来源库	Scopus
引用统计	被引频次[WOS]：0
成果类型	著作章节
条目标识符	http://sustech.caswiz.com/handle/2SGJ60CL/229711
专题	理学院_数学系
作者单位	1.Department of Mathematics,Southern University of Science and Technology,Shenzhen,China 2.Department of Mathematics,University of Central Florida,Orlando,United States
第一作者单位	数学系
通讯作者单位	数学系
推荐引用方式 GB/T 7714	Sun，Jingrui,Yong，Jiongmin. Some Elements of Linear-Quadratic Optimal Controls. 不详:Springer Cham,2020:1-13.