Estimation and Control of Dynamical Systems, 1st ed. 2018 Interdisciplinary Applied Mathematics Series, Vol. 48
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.
Provides a self-contained presentation that facilitates learning
Contains a chapter devoted to mathematical finance
Covers classical topics and more advanced research topics
Date de parution : 12-2018
Ouvrage de 547 p.
15.5x23.5 cm
Date de parution : 06-2018
Ouvrage de 547 p.
15.5x23.5 cm