Estimation and control of dynamical systems

DOI10.1007/978-3-319-75456-7zbMath1401.37001OpenAlexW2804631621MaRDI QIDQ1708167

Alain Bensoussan

Publication date: 4 April 2018

Published in: Interdisciplinary Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-75456-7

zbMATH Keywords

differential gamesestimationstochastic optimal controlfilteringdeterministic optimal controlfinance problems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Differential games (aspects of game theory) (91A23) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20) Financial applications of other theories (91G80) Dynamical systems in control (37N35) Control/observation systems governed by ordinary differential equations (93C15) Dynamical systems in optimization and economics (37N40) Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02) Linear optimal control problems (49N05)

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