000			01727 a2200229 4500
005			20181011130137.0
008			181011b xxu||||| |||| 00| 0 eng d
020			_a9783319754550
040			_cIIT Kanpur
041			_aeng
082			_a531.11 _bB443e
100			_aBensoussan, Alain
245			_aEstimation and control of dynamical systems _cAlain Bensoussan
260			_bSpringer _c2018 _aSwitzerland
300			_axii, 547p
440			_aInterdisciplinary applied mathematics / edited by S. S. Antman; v.48
520			_aThis 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.
650			_aDynamical systems and ergodic theory
650			_aCalculus of variations
650			_aProbability theory and stochastic processes
942			_cBK
999			_c559681 _d559681