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517.97 --- Calculus of variations. Mathematical theory of control --- 517.97 Calculus of variations. Mathematical theory of control

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This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva­ tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced.

Control theory --- Stochastic processes --- Differential games --- 517.97 --- Calculus of variations. Mathematical theory of control --- Engineering & Applied Sciences --- Computer Science --- Control theory. --- Stochastic systems. --- Differential games. --- 517.97 Calculus of variations. Mathematical theory of control --- Analyse stochastique --- Equations differentielles stochastiques

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Partial differential equations --- Differential equations, Partial. --- Calculus of variations. --- 517.95 --- 517.97 --- Calculus of variations --- Differential equations, Partial --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- Calculus of variations. Mathematical theory of control --- 517.97 Calculus of variations. Mathematical theory of control --- 517.95 Partial differential equations

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Control theory --- Adaptive control systems --- Decision making --- Dynamic programming --- Théorie de la commande --- Systèmes adaptatifs --- Prise de décision --- Programmation dynamique --- Mathematical models --- Modèles mathématiques --- 517.97 --- -Control theory --- -Deciding --- Decision (Psychology) --- Decision analysis --- Decision processes --- Making decisions --- Management --- Management decisions --- Choice (Psychology) --- Problem solving --- Mathematical optimization --- Programming (Mathematics) --- Systems engineering --- Dynamics --- Machine theory --- Self-adaptive control systems --- Artificial intelligence --- Feedback control systems --- Self-organizing systems --- Calculus of variations. Mathematical theory of control --- Control theory. --- Dynamic programming. --- Mathematical models. --- -Calculus of variations. Mathematical theory of control --- 517.97 Calculus of variations. Mathematical theory of control --- -517.97 Calculus of variations. Mathematical theory of control --- Deciding --- Théorie de la commande --- Systèmes adaptatifs --- Prise de décision --- Modèles mathématiques --- Decision making - Mathematical models --- Adaptive control systems - Mathematical models --- Theorie du controle --- Controle adaptatif

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Mathematical control systems --- Control theory --- Algebras, Linear --- 517.97 --- 519.71 --- #TELE:SISTA --- Calculus of variations. Mathematical theory of control --- Control systems theory: mathematical aspects --- Control theory. --- Algebras, Linear. --- 519.71 Control systems theory: mathematical aspects --- 517.97 Calculus of variations. Mathematical theory of control --- System theory. --- Linear systems. --- Systèmes linéaires. --- Systèmes, Théorie des. --- Commande, Théorie de la. --- Systèmes linéaires. --- Systèmes, Théorie des. --- Commande, Théorie de la.