This book provides a comprehensive presentation of classical and advanced topics in estimation
and control of dynamical systems with an emphasis on stochastic control. Many aspects which are
not easily found in a single text are provided such as connections between control theory and
mathematical finance as well as differential games.The book is self-contained and prioritizes
concepts rather than full rigor targeting scientists who want to use control theory in their
research in applied mathematics engineering economics and management science. Examples and
exercises are included throughout which will be useful for PhD courses and graduate courses in
general.Dr. Alain Bensoussan is Lars Magnus Ericsson Chair at UT Dallas and Director of the
International Center for Decision and Risk Analysis which develops risk management research as
it pertains to large-investment industrial projects that involve new technologies applications
and markets. He is also Chair Professor at City University Hong Kong.
