Estimation and Control of Dynamical Systems

By:

Alain Bensoussan

Format:

Hardback

Series:

Interdisciplinary Applied Mathematics

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Description

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.

Release date Australia

June 6th, 2018

Author

Alain Bensoussan

Audience

Professional & Vocational

Edition

1st ed. 2018

Illustrations

XII, 547 p.

Pages

547

Series

Interdisciplinary Applied Mathematics

ISBN-13

9783319754550

Product ID

27585895

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