About this book
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control. Many aspects which are not easily found in a single text are provided, such as connections between control theory and mathematical finance, as well as differential games.
Dr. Alain Bensoussan is Lars Magnus Ericsson Chair at UT Dallas and Director of the International Center for Decision and Risk Analysis which develops risk management research as it pertains to large-investment industrial projects that involve new technologies, applications and markets. He is also Chair Professor at City University Hong Kong.
- DOI https://doi.org/10.1007/978-3-319-75456-7
- Copyright Information Springer International Publishing AG, part of Springer Nature 2018
- Publisher Name Springer, Cham
- eBook Packages Mathematics and Statistics
- Print ISBN 978-3-319-75455-0
- Online ISBN 978-3-319-75456-7
- Series Print ISSN 0939-6047
- Series Online ISSN 2196-9973
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