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  7. Estimation and Control of Dynamical Systems

Estimation and Control of Dynamical Systems

Alain Bensoussan
Livre broché | Anglais | Interdisciplinary Applied Mathematics | n° 48
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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.

Spécifications

Parties prenantes

Auteur(s) :
Alain Bensoussan
Editeur:
Springer

Contenu

Nombre de pages :
547
Langue:
Anglais
Collection :
Interdisciplinary Applied Mathematics
Tome:
n° 48

Caractéristiques

EAN:
9783030092368
Date de parution :
14-12-18
Format:
Livre broché
Format numérique:
Trade paperback (VS)
Dimensions :
155 mm x 235 mm
Poids :
847 g

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