Estimation and Control of Dynamical Systems

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 f...

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Hlavný autor: Bensoussan, Alain (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:English
Vydavateľské údaje: Cham : Springer International Publishing, 2018.
Vydanie:1st ed. 2018.
Edícia:Interdisciplinary Applied Mathematics, 48
Predmet:
Dynamics.
Ergodic theory.
Calculus of variations.
Probabilities.
ISBN:9783319754567
ISSN:0939-6047 ;
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Obsah:
  • 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.

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