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Estimation and Control of Dynamical Systems

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Cover of 'Estimation and Control of Dynamical Systems'

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 State Representation of Linear Dynamical Systems
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    Chapter 3 Optimal Control of Linear Dynamical Systems
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    Chapter 4 Estimation Theory
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    Chapter 5 Further Techniques of Estimation
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    Chapter 6 Complements on Probability Theory
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    Chapter 7 Filtering Theory in Continuous Time
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    Chapter 8 Stochastic Control of Linear Dynamical Systems with Full Information
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    Chapter 9 Stochastic Control of Linear Dynamical Systems with Partial Information
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    Chapter 10 Deterministic Optimal Control
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    Chapter 11 Stochastic Optimal Control
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    Chapter 12 Additional Results for BSDE
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    Chapter 13 Stochastic Control Problems in Finance
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    Chapter 14 Stochastic Control for Non-Markov Processes
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    Chapter 15 Principal Agent Control Problems
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    Chapter 16 Differential Games
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    Chapter 17 Stackelberg Differential Games
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    Chapter 18 Target Problems
Attention for Chapter 8: Stochastic Control of Linear Dynamical Systems with Full Information
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