“This book is a great resource for graduate students and those who want to learn and understand stochastic control theory. It is also a great read for experts who want to gain a broader overview of the subject and wish to see connections between different techniques. … this is an excellent book and a great complement to the current offering in stochastic control.” (Jan Palczewski, SIAM Review, Vol. 62 (1), 2020)

• Introduction.- State Representation of Linear Dynamical Systems.- Optimal Control of Linear Dynamical Systems.- Estimation Theory.- Further Techniques of Estimation.- Compliments on Probability Theory.- Filtering Theory in Continuous Time.- Stochastic Control of Linear Dynamic Systems with Full Information.- Stochastic Control of Linear Dynamical Systems with Partial Information.- Deterministic Optimal Control.- Stochastic Optimal Control.- Additional Results for BSDE.- Stochastic Control Problems in Finance.- Stochastic Control for Non-Markov Processes.- Principal Agent Control Problems.- Differential Games.- Stackelberg Differential Games.- Target Problems.

“This book is a great resource for graduate students and those who want to learn and understand stochastic control theory. It is also a great read for experts who want to gain a broader overview of the subject and wish to see connections between different techniques. … this is an excellent book and a great complement to the current offering in stochastic control.” (Jan Palczewski, SIAM Review, Vol. 62 (1), 2020)

• Introduction.- State Representation of Linear Dynamical Systems.- Optimal Control of Linear Dynamical Systems.- Estimation Theory.- Further Techniques of Estimation.- Compliments on Probability Theory.- Filtering Theory in Continuous Time.- Stochastic Control of Linear Dynamic Systems with Full Information.- Stochastic Control of Linear Dynamical Systems with Partial Information.- Deterministic Optimal Control.- Stochastic Optimal Control.- Additional Results for BSDE.- Stochastic Control Problems in Finance.- Stochastic Control for Non-Markov Processes.- Principal Agent Control Problems.- Differential Games.- Stackelberg Differential Games.- Target Problems.

“This book is a great resource for graduate students and those who want to learn and understand stochastic control theory. It is also a great read for experts who want to gain a broader overview of the subject and wish to see connections between different techniques. … this is an excellent book and a great complement to the current offering in stochastic control.” (Jan Palczewski, SIAM Review, Vol. 62 (1), 2020)

• Introduction.- State Representation of Linear Dynamical Systems.- Optimal Control of Linear Dynamical Systems.- Estimation Theory.- Further Techniques of Estimation.- Compliments on Probability Theory.- Filtering Theory in Continuous Time.- Stochastic Control of Linear Dynamic Systems with Full Information.- Stochastic Control of Linear Dynamical Systems with Partial Information.- Deterministic Optimal Control.- Stochastic Optimal Control.- Additional Results for BSDE.- Stochastic Control Problems in Finance.- Stochastic Control for Non-Markov Processes.- Principal Agent Control Problems.- Differential Games.- Stackelberg Differential Games.- Target Problems.