Estimation and control of dynamical systems
deterministic optimal controldifferential gamesestimationfilteringfinance problemsstochastic optimal control
Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02) Dynamical systems in control (37N35) Dynamical systems in optimization and economics (37N40) Linear optimal control problems (49N05) Differential games (aspects of game theory) (91A23) Financial applications of other theories (91G80) Control/observation systems governed by ordinary differential equations (93C15) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Optimal stochastic control (93E20)
- Stochastic Processes, Estimation, and Control
- Advanced topics in control and estimation of state-multiplicative noisy systems
- Introduction to the mathematical theory of control
- Optimal control theory. Applications to management science and economics
- Control and system theory of discrete-time stochastic systems
- Estimation and control with cubic nonlinearities
- Estimation for dynamical systems using a population-based Kalman filter -- applications in computational biology
- Automatic model training under restrictive time constraints
- The Pontryagin maximum principle for solving Fokker-Planck optimal control problems
- Analysis and computation of an optimality equation arising in an impulse control problem with discrete and costly observations
- A general time-varying estimation and control problem
- Optimal control and forecasting of complex dynamical systems
- Stochastic Processes, Estimation, and Control
- scientific article; zbMATH DE number 193670 (Why is no real title available?)
- scientific article; zbMATH DE number 522883 (Why is no real title available?)
- scientific article; zbMATH DE number 2108969 (Why is no real title available?)
- scientific article; zbMATH DE number 2109199 (Why is no real title available?)
- Identification of linear dynamical systems and machine learning
- Kernel representation of Kalman observer and associated H-matrix based discretization
- An optimal control derivation of nonlinear smoothing equations
- Control theory for physicists
- Identification and control of electro-mechanical systems using state-dependent parameter estimation
- Algorithms of estimation for nonlinear systems. A differential and algebraic viewpoint
- scientific article; zbMATH DE number 5182527 (Why is no real title available?)
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- Value-Gradient Based Formulation of Optimal Control Problem and Machine Learning Algorithm
- Stochastic Linear-Quadratic Optimal Control with Partial Observation
- Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations
- Stochastic teams, games, and control under information constraints
- Using a population-based Kalman estimator to model the COVID-19 epidemic in France: estimating associations between disease transmission and non-pharmaceutical interventions
- Recent developments in machine learning methods for stochastic control and games
- Modelling stochastic uncertainties. From Monte Carlo simulations to game theory
- Optimal advertising and product durability decisions in new product diffusion
- Controllability of stochastic impulsive integro-differential systems involving nonlocal conditions and conformable derivatives
- Continuous-time persuasion by filtering
- Path integral control of partially observed systems via fully observable control approximations
- Discrete-time formulations as time discretization strategies in data assimilation
- Linear quadratic extended mean field games and control problems
- Linear-quadratic stochastic teams and zero-sum differential games for jump-diffusion systems with Markovian-switching coefficients under partial observations
- Alternating minimization for simultaneous estimation of a latent variable and identification of a linear continuous-time dynamic system
- Pareto-based Stackelberg solutions for the mean-field type discrete-time stochastic systems with cooperative followers
- From Nash equilibrium to social optimum and back: a mean field perspective
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