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Estimation and Control of Dynamical Systems

Estimation and Control of Dynamical Systems

Hardcover

Series: Interdisciplinary Applied Mathematics, Book 48

CalculusGeneral MathematicsProbability & Statistics

ISBN10: 3319754556
ISBN13: 9783319754550
Publisher: Springer Nature
Published: Jun 6 2018
Pages: 547
Weight: 2.10
Height: 1.19 Width: 6.14 Depth: 9.21
Language: English
Introduction.- State Representation of Linear Dynamical Systems.- Optimal Control of Linear Dynamical Systems.- Estimation Theory.- Further Techniques of Estimation.- Compliments on Probability Theory.- Filtering Theory in Continuous Time.- Stochastic Control of Linear Dynamic Systems with Full Information.- Stochastic Control of Linear Dynamical Systems with Partial Information.- Deterministic Optimal Control.- Stochastic Optimal Control.- Additional Results for BSDE.- Stochastic Control Problems in Finance.- Stochastic Control for Non-Markov Processes.- Principal Agent Control Problems.- Differential Games.- Stackelberg Differential Games.- Target Problems.

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