书目名称 | Estimation and Control of Dynamical Systems | 编辑 | Alain Bensoussan | 视频video | | 概述 | Provides a self-contained presentation that facilitates learning.Contains a chapter devoted to mathematical finance.Covers classical topics and more advanced research topics | 丛书名称 | Interdisciplinary Applied Mathematics | 图书封面 |  | 描述 | .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.. | 出版日期 | Book 2018 | 关键词 | Linear Dynamical Systems; Dynamic Programming; Estimation; Differential Games; Stochastic Control; Backwa | 版次 | 1 | doi | https://doi.org/10.1007/978-3-319-75456-7 | isbn_softcover | 978-3-030-09236-8 | isbn_ebook | 978-3-319-75456-7Series ISSN 0939-6047 Series E-ISSN 2196-9973 | issn_series | 0939-6047 | copyright | Springer International Publishing AG, part of Springer Nature 2018 |
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