Buch

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Übersicht

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Verlag	:	Springer International Publishing
Buchreihe	:	Interdisciplinary Applied Mathematics (Bd. 48)
Sprache	:	Englisch
Erschienen	:	06. 06. 2018
Seiten	:	547
Einband	:	Gebunden
Höhe	:	235 mm
Breite	:	155 mm
ISBN	:	9783319754550
Sprache	:	Englisch

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Inhaltsverzeichnis

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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.

Pressestimmen

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“This book is a great resource for graduate students and those who want to learn and understand stochastic control theory. It is also a great read for experts who want to gain a broader overview of the subject and wish to see connections between different techniques. … this is an excellent book and a great complement to the current offering in stochastic control.” (Jan Palczewski, SIAM Review, Vol. 62 (1), 2020)

Deine Buchhandlung

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