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Focusing on both classical and advanced topics, this book delves into the estimation and control of dynamical systems, highlighting stochastic control. It uniquely integrates concepts from control theory with mathematical finance and explores differential games, offering insights that are often scattered across multiple sources. This comprehensive approach makes it a valuable resource for those seeking a deeper understanding of these interconnected fields.
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Estimation and Control of Dynamical Systems, Alain Bensoussan
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- 2018
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