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Commande, Théorie de la --- Control theory

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"I believe that the authors have written a first-class book which can be used for a second or third year graduate level course in the subject... Researchers working in the area will certainly use the book as a standard reference... Given how well the book is written and organized, it is sure to become one of the major texts in the subject in the years to come, and it is highly recommended to both researchers working in the field, and those who want to learn about the subject." —SIAM Review (Review of the First Edition) "This book is devoted to one of the fastest developing fields in modern control theory---the so-called 'H-infinity optimal control theory'... In the authors' opinion 'the theory is now at a stage where it can easily be incorporated into a second-level graduate course in a control curriculum'. It seems that this book justifies this claim." —Mathematical Reviews (Review of the First Edition) "This work is a perfect and extensive research reference covering the state-space techniques for solving linear as well as nonlinear H-infinity control problems." —IEEE Transactions on Automatic Control (Review of the Second Edition) "The book, based mostly on recent work of the authors, is written on a good mathematical level. Many results in it are original, interesting, and inspirational...The book can be recommended to specialists and graduate students working in the development of control theory or using modern methods for controller design." —Mathematica Bohemica (Review of the Second Edition) "This book is a second edition of this very well-known text on H-infinity theory...This topic is central to modern control and hence this definitive book is highly recommended to anyone who wishes to catch up with this important theoretical development in applied mathematics and control." —Short Book Reviews (Review of the Second Edition) "The book can be recommended to mathematicians specializing in control theory and dynamic (differential) games. It can be also incorporated into a second-level graduate course in a control curriculum as no background in game theory is required." —Zentralblatt MATH (Review of the Second Edition).

Mathematics. --- Systems Theory, Control. --- Game Theory, Economics, Social and Behav. Sciences. --- Calculus of Variations and Optimal Control; Optimization. --- Systems theory. --- Mathematical optimization. --- Mathématiques --- Optimisation mathématique --- Game theory --- Théorie des jeux --- Differential games --- Jeux différentiels --- System theory. --- Game theory. --- Calculus of variations. --- Isoperimetrical problems --- Variations, Calculus of --- Maxima and minima --- Games, Theory of --- Theory of games --- Mathematical models --- Mathematics --- Systems, Theory of --- Systems science --- Science --- Philosophy --- Jeux différentiels --- Théorie des jeux --- Theorie du controle

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Operational research. Game theory --- Mathematics --- games --- toegepaste wiskunde --- speltheorie --- wiskunde

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This book—an outgrowth of the 12th International Symposium on Dynamic Games—presents current advances in the theory of dynamic games and their applications in several disciplines. The selected contributions cover a variety of topics ranging from purely theoretical developments in game theory, to numerical analysis of various dynamic games, and then progressing to applications of dynamic games in economics, finance, and energy supply. Thematically organized into eight parts, the book covers key topics in these main areas: * theoretical developments in general dynamic and differential games * pursuit-evasion games * numerical approaches to dynamic and differential games * applications of dynamic games in economics and option pricing * search games * evolutionary games * stopping games * stochastic games and "large neighborhood" games A unified collection of state-of-the-art advances in theoretical and numerical analysis of dynamic games and their applications, the work is suitable for researchers, practitioners, and graduate students in applied mathematics, engineering, economics, as well as environmental and management sciences.

Differentiable dynamical systems --Congresses. --- Differential games --Congresses. --- Game theory --Congresses. --- Differential games --- Differentiable dynamical systems --- Game theory --- Mathematics --- Algebra --- Physical Sciences & Mathematics --- Math --- Mathematics. --- Applied mathematics. --- Engineering mathematics. --- Game theory. --- Game Theory, Economics, Social and Behav. Sciences. --- Mathematics, general. --- Applications of Mathematics. --- Science --- Engineering --- Engineering analysis --- Mathematical analysis --- Games, Theory of --- Theory of games --- Mathematical models

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Toward the late 1990s, several research groups independently began developing new, related theories in mathematical finance. These theories did away with the standard stochastic geometric diffusion “Samuelson” market model (also known as the Black-Scholes model because it is used in that most famous theory), instead opting for models that allowed minimax approaches to complement or replace stochastic methods. Among the most fruitful models were those utilizing game-theoretic tools and the so-called interval market model. Over time, these models have slowly but steadily gained influence in the financial community, providing a useful alternative to classical methods. A self-contained monograph, The Interval Market Model in Mathematical Finance: Game-Theoretic Methods assembles some of the most important results, old and new, in this area of research. Written by seven of the most prominent pioneers of the interval market model and game-theoretic finance, the work provides a detailed account of several closely related modeling techniques for an array of problems in mathematical economics. The book is divided into five parts, which successively address topics including: ·         probability-free Black-Scholes theory; ·         fair-price interval of an option; ·         representation formulas and fast algorithms for option pricing; ·         rainbow options; ·         tychastic approach of mathematical finance based upon viability theory. This book provides a welcome addition to the literature, complementing myriad titles on the market that take a classical approach to mathematical finance. It is a worthwhile resource for researchers in applied mathematics and quantitative finance, and has also been written in a manner accessible to financially-inclined readers with a limited technical background.

Economics --- Methodology of economics --- Quantitative methods (economics) --- Economic schools --- Finance --- Economics --- Mathematics --- Operational research. Game theory --- Mathematics --- Business economics --- Financial analysis --- kennis --- financieel management --- toegepaste wiskunde --- economie --- economisch denken --- speltheorie --- financiële analyse --- wiskunde --- wiskunde