The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this type, and deterministic control as well as stochastic control with full observation can only be approximations to the real world. This justifies the importance of having a theory as complete as possible, which can be used for numerical implementation. This book first presents those problems under the linear theory that may be dealt with algebraically. Later chapters discuss the nonlinear filtering theory, in which the statistics are infinite...
The problem of stochastic control of partially observable systems plays an important role in many applications. All real problems are in fact of this ...
A new edition in a single volume Over the past decade, more and more sophisticaced mathematical tools and approaches have been incorporated in the ?eld of Control of in?nite dim- sional systems. This was motivated by a whole range of challenging appli- tions arising from new phenomenologicalstudies, technologicaldevelopments, and more stringent design requirements. At the same time, researchers and advanced engineers have been steadily using an impressive amount of very sophisticated mathematics in their analysis, synthesis, and design of systems. Whatwasregardedastooabstract, specialized,...
A new edition in a single volume Over the past decade, more and more sophisticaced mathematical tools and approaches have been incorporated in the ?el...
Mean field games and Mean field type control introduce new problems in Control Theory. The terminology "games" may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional is influenced but terms which are not directly related to the state or the control of the decision maker. They are however, indirectly related to him, in the sense that they model a very large community of agents...
Mean field games and Mean field type control introduce new problems in Control Theory. The terminology "games" may be confusing. In fact they a...
The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of control systems both from the theoretical and design points of view. The study of this problem over an infinite time horizon shows the beautiful interplay between optimality and the qualitative properties of systems such as controllability, observability and stability. This theory is far more difficult for infinite-dimensional systems such as systems with time delay and distributed parameter systems. In the first place, the difficulty stems from...
The quadratic cost optimal control problem for systems described by linear ordinary differential equations occupies a central role in the study of ...
Alain Bensoussan Dominique Guegan Charles S. Tapiero
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bi-modal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy...
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM es...
Alain Bensoussan Dominique Guegan Charles S. Tapiero
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM estimation techniques combined with the proof of its fundamental results. Applications of static and dynamic models provide a unified approach to the estimation of nonlinear risk models. The book then examines the definition of risks and their management, with particular emphasis on the importance of bi-modal distributions for financial regulation. Chapters also cover the implications of stress testing and the noncyclical CAR (Capital Adequacy...
This book provides a perspective on a number of financial modelling analytics and risk management. The book begins with extensive outline of GLM es...
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic control.
This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on st...
This book explores how the technical upheavals of the 21st century have changed the structures and architecture of the creation, sharing and regulation of knowledge. From the new economic and technical models of production and dissemination of knowledge, the book deals with all new forms of valorisation.
This book explores how the technical upheavals of the 21st century have changed the structures and architecture of the creation, sharing and regulatio...
