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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
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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 stochastic control.
This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control.
Additional information
| Book Format | Hardcover, Softcover |
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Book information
Edition
1st Edition
ISBN [Softcover]
9783030209216
Publisher
Springer
Year
2020
Pages
XIV, 120 p.
Series Title
SpringerBriefs in Mathematics
Language
English

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