Overview
- Provides a self-contained presentation that facilitates learning
- Contains a chapter devoted to mathematical finance
- Covers classical topics and more advanced research topics
Part of the book series: Interdisciplinary Applied Mathematics (IAM, volume 48)
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Table of contents (18 chapters)
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Front Matter
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Back Matter
Keywords
About this book
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.
Reviews
“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)
Authors and Affiliations
Bibliographic Information
Book Title: Estimation and Control of Dynamical Systems
Authors: Alain Bensoussan
Series Title: Interdisciplinary Applied Mathematics
DOI: https://doi.org/10.1007/978-3-319-75456-7
Publisher: Springer Cham
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer International Publishing AG, part of Springer Nature 2018
Hardcover ISBN: 978-3-319-75455-0Published: 06 June 2018
Softcover ISBN: 978-3-030-09236-8Published: 14 December 2018
eBook ISBN: 978-3-319-75456-7Published: 23 May 2018
Series ISSN: 0939-6047
Series E-ISSN: 2196-9973
Edition Number: 1
Number of Pages: XII, 547
Topics: Dynamical Systems and Ergodic Theory, Calculus of Variations and Optimal Control; Optimization, Probability Theory and Stochastic Processes