How Long to Read Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

How Long Does it Take to Read Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems?

It takes the average reader 2 hours and 22 minutes to read Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems by Jingrui Sun

Assuming a reading speed of 250 words per minute. Learn more

Description

This book gathers the most essential results, including recent ones, on linear-quadratic optimal control problems, which represent an important aspect of stochastic control. It presents results for two-player differential games and mean-field optimal control problems in the context of finite and infinite horizon problems, and discusses a number of new and interesting issues. Further, the book identifies, for the first time, the interconnections between the existence of open-loop and closed-loop Nash equilibria, solvability of the optimality system, and solvability of the associated Riccati equation, and also explores the open-loop solvability of mean-filed linear-quadratic optimal control problems. Although the content is largely self-contained, readers should have a basic grasp of linear algebra, functional analysis and stochastic ordinary differential equations. The book is mainly intended for senior undergraduate and graduate students majoring in applied mathematics who are interested in stochastic control theory. However, it will also appeal to researchers in other related areas, such as engineering, management, finance/economics and the social sciences.

How long is Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems?

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems by Jingrui Sun is 138 pages long, and a total of 35,604 words.

This makes it 47% the length of the average book. It also has 44% more words than the average book.

How Long Does it Take to Read Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems Aloud?

The average oral reading speed is 183 words per minute. This means it takes 3 hours and 14 minutes to read Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems aloud.

What Reading Level is Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems?

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems?

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems by Jingrui Sun is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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