Estimation and Control of Dynamical Systems
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 f...
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| Format: | eBook |
| Language: | English |
| Published: |
Cham
Springer International Publishing
2018, 2018
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| Edition: | 1st ed. 2018 |
| Series: | Interdisciplinary Applied Mathematics
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| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
Table of Contents:
- 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