Estimation and control of dynamical systems (English)
- New search for: Bensoussan, Alain
- Further information on Bensoussan, Alain:
- http://d-nb.info/gnd/13295947X
- New search for: Bensoussan, Alain
- Further information on Bensoussan, Alain:
- http://d-nb.info/gnd/13295947X
2018
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ISBN:
- Book / Print
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Title:Estimation and control of dynamical systems
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Contributors:Bensoussan, Alain ( author )
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Published in:Interdisciplinary Applied Mathematics ; volume 48
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Publisher:
- New search for: Springer International Publishing
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Place of publication:Cham
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Publication date:2018
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Size:xii, 547 Seiten
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ISBN:
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DOI:
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Type of media:Book
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Type of material:Print
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Language:English
- New search for: 31.70 / 31.48 / 30.20
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Table of contents eBook
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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IntroductionBensoussan, Alain et al. | 2018
- 5
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State Representation of Linear Dynamical SystemsBensoussan, Alain et al. | 2018
- 25
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Optimal Control of Linear Dynamical SystemsBensoussan, Alain et al. | 2018
- 45
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Estimation TheoryBensoussan, Alain et al. | 2018
- 79
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Further Techniques of EstimationBensoussan, Alain et al. | 2018
- 155
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Complements on Probability TheoryBensoussan, Alain et al. | 2018
- 169
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Filtering Theory in Continuous TimeBensoussan, Alain et al. | 2018
- 185
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Stochastic Control of Linear Dynamical Systems with Full InformationBensoussan, Alain et al. | 2018
- 197
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Stochastic Control of Linear Dynamical Systems with Partial InformationBensoussan, Alain et al. | 2018
- 215
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Deterministic Optimal ControlBensoussan, Alain et al. | 2018
- 249
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Stochastic Optimal ControlBensoussan, Alain et al. | 2018
- 319
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Additional Results for BSDEBensoussan, Alain et al. | 2018
- 351
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Stochastic Control Problems in FinanceBensoussan, Alain et al. | 2018
- 395
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Stochastic Control for Non-Markov ProcessesBensoussan, Alain et al. | 2018
- 409
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Principal Agent Control ProblemsBensoussan, Alain et al. | 2018
- 459
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Differential GamesBensoussan, Alain et al. | 2018
- 493
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Stackelberg Differential GamesBensoussan, Alain et al. | 2018
- 523
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Target ProblemsBensoussan, Alain et al. | 2018