03839nam 22005655 450 991030011800332120200707025414.03-319-75456-410.1007/978-3-319-75456-7(CKB)4100000004243644(MiAaPQ)EBC5401121(DE-He213)978-3-319-75456-7(PPN)25885216X(PPN)227402553(EXLCZ)99410000000424364420180523d2018 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierEstimation and Control of Dynamical Systems /by Alain Bensoussan1st ed. 2018.Cham :Springer International Publishing :Imprint: Springer,2018.1 online resource (552 pages)Interdisciplinary Applied Mathematics,0939-6047 ;483-319-75455-6 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.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. The book is self-contained and prioritizes concepts rather than full rigor, targeting scientists who want to use control theory in their research in applied mathematics, engineering, economics, and management science. Examples and exercises are included throughout, which will be useful for PhD courses and graduate courses in general. 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.Interdisciplinary Applied Mathematics,0939-6047 ;48DynamicsErgodic theoryCalculus of variationsProbabilitiesDynamical Systems and Ergodic Theoryhttps://scigraph.springernature.com/ontologies/product-market-codes/M1204XCalculus of Variations and Optimal Control; Optimizationhttps://scigraph.springernature.com/ontologies/product-market-codes/M26016Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Dynamics.Ergodic theory.Calculus of variations.Probabilities.Dynamical Systems and Ergodic Theory.Calculus of Variations and Optimal Control; Optimization.Probability Theory and Stochastic Processes.531.11Bensoussan Alainauthttp://id.loc.gov/vocabulary/relators/aut14378BOOK9910300118003321Estimation and Control of Dynamical Systems1564723UNINA