Coverart for item
The Resource Estimation and Control of Dynamical Systems, by Alain Bensoussan, (electronic resource)

Estimation and Control of Dynamical Systems, by Alain Bensoussan, (electronic resource)

Label
Estimation and Control of Dynamical Systems
Title
Estimation and Control of Dynamical Systems
Statement of responsibility
by Alain Bensoussan
Creator
Subject
Language
eng
Summary
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.--
Member of
Assigning source
Provided by publisher
http://library.link/vocab/creatorName
Bensoussan, Alain
Dewey number
515.39
Image bit depth
0
Literary form
non fiction
Nature of contents
dictionaries
Series statement
  • Springer eBooks
  • Interdisciplinary Applied Mathematics,
  • Springer eBooks.
Series volume
48
http://library.link/vocab/subjectName
  • Mathematics
  • Dynamics
  • Ergodic theory
  • Calculus of variations
  • Probabilities
Label
Estimation and Control of Dynamical Systems, by Alain Bensoussan, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-75456-7
Instantiates
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-3-319-75456-7
Dimensions
unknown
Extent
1 online resource (XII, 547 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319754567
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-75456-7
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1038013555
Label
Estimation and Control of Dynamical Systems, by Alain Bensoussan, (electronic resource)
Link
http://ezproxy.eui.eu/login?url=http://dx.doi.org/10.1007/978-3-319-75456-7
Publication
Antecedent source
mixed
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
not applicable
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
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
Control code
978-3-319-75456-7
Dimensions
unknown
Extent
1 online resource (XII, 547 pages)
File format
multiple file formats
Form of item
  • online
  • electronic
Governing access note
Use of this electronic resource may be governed by a license agreement which restricts use to the European University Institute community. Each user is responsible for limiting use to individual, non-commercial purposes, without systematically downloading, distributing, or retaining substantial portions of information, provided that all copyright and other proprietary notices contained on the materials are retained. The use of software, including scripts, agents, or robots, is generally prohibited and may result in the loss of access to these resources for the entire European University Institute community
Isbn
9783319754567
Level of compression
uncompressed
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-3-319-75456-7
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
System control number
(OCoLC)1038013555

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