Estimation and Control of Dynamical Systems (Hardcover) (ISBN-13: 9783319754550)

Introduction.- State Representation of Linear Dynamical Systems.- Optimal Control of Linear Dynamical Systems.- Estimation Theory.- Further Techniques of Estimation.- Compliments on Probability Theory.- Filtering Theory in Continuous Time.- Stochastic Control of Linear Dynamic Systems with Full Information.- Stochastic Control of Linear Dynamical Systems with Partial Information.- Deterministic Optimal Control.- Stochastic Optimal Control.- Additional Results for BSDE.- Stochastic Control Problems in Finance.- Stochastic Control for Non-Markov Processes.- Principal Agent Control Problems.- Differential Games.- Stackelberg Differential Games.- Target Problems.

Author: Alain Bensoussan
ISBN-10: 3319754556
ISBN-13: 9783319754550
Publisher: Springer
Language: English
Published: 06/06/2018
Pages: 547
Format: Hardcover
Weight: 2.10lbs
Size: 9.21h x 6.14w x 1.19d