Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions

Discover the intricacies of stochastic control with "Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions" by Jingrui Sun. Published by Springer Nature Switzerland AG in 2020, this insightful book spans 120 pages, presenting essential and contemporary results on linear-quadratic optimal control problems. These problems are pivotal in the realm of stochastic control, making this text a valuable resource for both students and professionals in the field. The first edition is meticulously crafted to illuminate the concepts behind open-loop and closed-loop solutions, empowering readers to grasp complex theories with ease. Delve into this remarkable work to enhance your knowledge and expertise in optimal control theory.