Springer Math,
Check out this brand new book by Alain Bensoussan! The book is self-contained and prioritizes concepts rather than full rigor…
Estimation and Control of Dynamical Systems
Overview of attention for book
Table of Contents
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Altmetric BadgeBook Overview
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Altmetric BadgeChapter 1 Introduction
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Altmetric BadgeChapter 2 State Representation of Linear Dynamical Systems
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Altmetric BadgeChapter 3 Optimal Control of Linear Dynamical Systems
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Altmetric BadgeChapter 4 Estimation Theory
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Altmetric BadgeChapter 5 Further Techniques of Estimation
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Altmetric BadgeChapter 6 Complements on Probability Theory
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Altmetric BadgeChapter 7 Filtering Theory in Continuous Time
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Altmetric BadgeChapter 8 Stochastic Control of Linear Dynamical Systems with Full Information
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Altmetric BadgeChapter 9 Stochastic Control of Linear Dynamical Systems with Partial Information
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Altmetric BadgeChapter 10 Deterministic Optimal Control
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Altmetric BadgeChapter 11 Stochastic Optimal Control
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Altmetric BadgeChapter 12 Additional Results for BSDE
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Altmetric BadgeChapter 13 Stochastic Control Problems in Finance
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Altmetric BadgeChapter 14 Stochastic Control for Non-Markov Processes
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Altmetric BadgeChapter 15 Principal Agent Control Problems
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Altmetric BadgeChapter 16 Differential Games
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Altmetric BadgeChapter 17 Stackelberg Differential Games
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Altmetric BadgeChapter 18 Target Problems