Estimation and Control of Dynamical Systems
Format:Hardback
Publisher:Springer International Publishing AG
Published:6th Jun '18
Currently unavailable, and unfortunately no date known when it will be back
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.
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.
“This book is a great resource for graduate students and those who want to learn and understand stochastic control theory. It is also a great read for experts who want to gain a broader overview of the subject and wish to see connections between different techniques. … this is an excellent book and a great complement to the current offering in stochastic control.” (Jan Palczewski, SIAM Review, Vol. 62 (1), 2020)
ISBN: 9783319754550
Dimensions: unknown
Weight: 8264g
547 pages
1st ed. 2018