Bøger af Alain Bensoussan

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 stochastic control.

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.

This book collects many helpful techniques for obtaining regularity results for solutions of nonlinear systems of partial differential equations. These are applied in various cases to provide useful examples and relevant results, particularly in such fields as fluid mechanics, solid mechanics, semiconductor theory and game theory.

This unified, revised second edition of a two-volume set is a self-contained account of quadratic cost optimal control for a large class of infinite-dimensional systems. There is a unique chapter on semigroup theory of linear operators that brings together advanced concepts and techniques which are usually treated independently.