Titlebook: Estimation and Control of Dynamical Systems; Alain Bensoussan Book 2018 Springer International Publishing AG, part of Springer Nature 2018

Interlocking

https://doi.org/10.1007/978-3-658-36556-1In Stackelberg games, the players are not on an equal footing. There is a leader and a follower. This is a generalization of the two-player zero-sum differential games considered in Section 16.4, in particular.

難解

https://doi.org/10.1057/9780230288058We follow N. Touzi (., Springer, 2013). We consider a financial market characterized by . assets, whose prices ..(.) follow the system of equations

Bucket

atopic

Further Techniques of Estimation,We continue the study of estimation. The contents of this chapter are more of interest to statisticians and can be skipped by readers having control theory as a priority.

道學(xué)氣

Complements on Probability Theory,A probability setup begins with a triple ., called a probability space, where Ω is a set, and . is a .-algebra on Ω, which is a set of subsets of Ω that contains Ω and is stable with respect to taking the complement and taking countable unions and intersections.

材料等

Filtering Theory in Continuous Time,We consider the analogue of (.) in continuous time.

prodrome

Stochastic Control of Linear Dynamical Systems with Full Information,We consider the dynamical system of Chapter ., (.).

追蹤

Stochastic Control of Linear Dynamical Systems with Partial Information,The state of the system is described by We shall clarify later how we choose the control process.

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