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Estimation and Control of Dynamical Systems
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Estimation and Control of Dynamical Systems

1st ed. 2018

by Alain Bensoussan

Book Details

Format Hardback or Cased Book
Book Series Interdisciplinary Applied Mathematics
ISBN-10 3319754556
ISBN-13 9783319754550
Edition 1st ed. 2018
Publisher Springer International Publishing AG
Imprint Springer International Publishing AG
Country of Manufacture CH
Country of Publication GB
Publication Date Jun 6th, 2018
Print length 547 Pages
Weight 1,002 grams
Dimensions 24.10 x 16.50 x 14.30 cms
Product Classification: Cybernetics & systems theoryCybernetics and systems theoryProbability & statisticsProbability and statisticsOptimizationStochastics
Ksh 21,600.00
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This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control.

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.

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