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Time-Delayed Linear Quadratic Optimal Control Problems
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Mathematical Analysis: A Concise Introduction
Mathematical analysis serves as a common foundation for many research areas of pure and applied math... more |
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Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems
1.- Some Elements of Linear-Quadratic Optimal Controls.- 2. Linear-Quadratic Two-Person Differential ... more |
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Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
This book gathers the most essential results, including recent ones, on linear-quadratic optimal con... more |
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Optimization Theory: A Concise Introduction
Mathematically, most of the interesting optimization problems can be formulated to optimize some obj... more |
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Differential Games: A Concise Introduction
This book uses a small volume to present the most basic results for deterministic two-person differe... more |
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Forward-Backward Stochastic Differential Equations and Their Applications
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic di... more |
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Stochastic Controls: Hamiltonian Systems and Hjb Equations
This monograph unifies the two key approaches in solving optimal control problems. The book will be ... more |
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Optimal Control Theory for Infinite Dimensional Systems
Infinite dimensional systems can be used to describe many phenomena in the real world. As is well kn... more |
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Control Theory and Related Topics: In Memory of Prof Xunjing Li, Fudan University, China, 3-5 June 2005
Xunjing Li (1935-2003) was a pioneer in control theory in China. He was known in the Chinese communi... more |
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Recent Developments in Mathematical Finance: Shanghai, China 10-13 May 2001
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Control Theory, Stochastic Analysis and Applications: Proceedings of the Symposium on System Sciences and Control Theory
The symposium discusses and explores the current and future development of some aspects of the theor... more |
