Book Reviews

DOI10.1137/20N974987zbMath1431.00016OpenAlexW4238871085MaRDI QIDQ5216256

Jan Palczewski

Publication date: 17 February 2020

Published in: SIAM Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/20n974987

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) External book reviews (00A17)

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