Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems

Discover the intricacies of stochastic control with Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems by Jingrui Sun. Published by Springer Nature Switzerland AG in 2020, this insightful book spans 130 pages and is the first edition of its kind. It compiles essential results and the latest advancements in linear-quadratic optimal control problems, a crucial area within stochastic control theory. Whether you are a researcher, practitioner, or student, this comprehensive guide will enhance your understanding of differential games and mean-field problems. Dive into the world of stochastic control and elevate your knowledge with this indispensable resource.