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.
- Book Title Estimation and Control of Dynamical Systems
- Series Title Interdisciplinary Applied Mathematics
- Series Abbreviated Title Interdisciplin. Appl. Math.
- 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 Mathematics and Statistics (R0)
- Hardcover ISBN 978-3-319-75455-0
- Softcover ISBN 978-3-030-09236-8
- eBook ISBN 978-3-319-75456-7
- Series ISSN 0939-6047
- Series E-ISSN 2196-9973
- Edition Number 1
- Number of Pages XII, 547
- Number of Illustrations 0 b/w illustrations, 0 illustrations in colour
Dynamical Systems and Ergodic Theory
Calculus of Variations and Optimal Control; Optimization
Probability Theory and Stochastic Processes
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“This book is a great resource for graduate students and those who want to learn and understand stochastic control theory. It is also a great read for experts who want to gain a broader overview of the subject and wish to see connections between different techniques. … this is an excellent book and a great complement to the current offering in stochastic control.” (Jan Palczewski, SIAM Review, Vol. 62 (1), 2020)