Estimation and Control of Dynamical Systems
-15%
portes grátis
Estimation and Control of Dynamical Systems
Bensoussan, Alain
Springer International Publishing AG
06/2018
547
Dura
Inglês
9783319754550
15 a 20 dias
8264
Descrição não disponível.
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
Linear Dynamical Systems;Dynamic Programming;Estimation;Differential Games;Stochastic Control;Backward Stochastic Differential Equations;Contract Theory;Hamilton-Jacobi-Bellman Equations
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.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
