Classical Control Theory (frequency domain linear systems)

  1. Norman S. Nise, "Control Systems Engineering," John Wiley & Sons, 3rd edition (March 15, 2000).
  2. G.F. Franklin, J.D. Powell, and A. Emami-Naeini, "Feedback Control of Dynamic Systems," Prentice Hall, 4th edition (January 15, 2002)

Linear System Theory (state space description of linear systems)  

Summary [html].

  1. W. J. Rugh, ``Linear System Theory,'' Second Edition, Prentice-Hall, 1996.
  2. J. S. Bay, ``Fundamentals of Linear State Space Systems,'' New York: McGraw-Hill, 1999. 
  3. Chi-Tsong Chen, "Linear system theory and design," New York : Holt, Rinehart, and Winston, c1984. (state space linear systems)
  4. G.F. Franklin, J.D. Powell, and A. Emami-Naeini, ``Feedback Control of Dynamic Systems,'' Addison Wesley, Reading, Massachusetts, 1991. (frequency domain linear systems)
  5. Panos J. Antsaklis and Anthony N. Michel, ``Linear Systems,'' McGraw-Hill, 1997. 
  6. S. Boyd, L. El Ghaoui, E. Feron, and V. Balakrishnan, ``Linear Matrix Inequalities in System and Control Theory,''  SIAM, 1994. 

Nonlinear System Theory  

  1. S. S. Sastry, ``Nonlinear Systems: Analysis, Stability, and Control,'' Springer-Verlag, 1999. 
  2. H. K. Khalil, ``Nonlinear Systems,'' 3nd Edition. Prentice-Hall, 2001.
  3. Alberto Isidori, ``Nonlinear control systems,'' 3rd ed., New York : Springer Verlag, 1995. 

Optimal Control (deterministic and stochastic)

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  1. Alain Bensoussan, ``Stochastic control of partially observable systems,'' Cambridge; New York: Cambridge University Press, 1992.
  2. R. Cairoli, Robert C. Dalang, ``Sequential stochastic optimization,'' New York: Wiley, 1996. 
  3. Alain Bensoussan, ``Stochastic control by functional analysis methods,'' Amsterdam; New York: Elsevier
    North-Holland, 1982. 
  4. Hans Crauel, Matthias Gundlach, ``Stochastic dynamics,'' New York: Springer, 1999. 
  5. Ludwig Arnold, ``Random dynamical systems,'' Berlin; New York: Springer, 1998. 
  6. Pei-Dong Liu, Min Qian, ``Smooth ergodic theory of random dynamical systems,'' Berlin; New York: Springer, 1995. 
  7. O. Hernandez-Lerma, ``Adaptive Markov Control Processes,'' Springer Verlag, 1989.
  8. Tamer Basar, Pierre Bernhard, ``H [infinity]-optimal control and related minimax design problems : a dynamic game approach,'' 2nd ed., Boston : Birkhäuser, 1995. 
  9. D. Bertsekas, "Dynamic Programming and Optimal Control Vol. 1: 2nd Edition," Athena Scientific, 2000.
  10. D. Bertsekas, "Dynamic Programming and Optimal Control Vol. 1, 2," Athena Scientific, 1995.
  11. D. Bertsekas and J. Tsitsiklis, "Neuro-Dynamic Programming," Athena Scientific, 1996.
  12. D. Bertsekas and S. E. Shreve, "Stochastic Optimal Control: The Discrete-Time Case," Athena Scientific, 1996.
  13. D. Bertsekas, "Dynamic Programming: Deterministic and Stochastic Models," Prentice-Hall, 1987.
  14. P. Kall and S. W. Wallace, "Stochastic Programming," John Wiley & Sons, New York, 1994.
  15. J. R. Birge and F. Louveaux, "Introduction to Stochastic Programming," Springer-Verlag, New York, 1997.
  16. L. I. Sennott, "Stochastic Dynamic Programming and the Control of Queueing Systems," John Wiley & Sons, 1999.
  17. M. L. Puterman, "Markov Decision Processes: Discrete Stochastic Dynamic Programming," John Wiley & Sons, 1994.
  18. Harold J. Kushner, G. George Yin, "Stochastic Approximation and Recursive Algorithms and Applications," Hardcover: 474 pages ; Publisher: Springer-Verlag; 2nd edition (July 1, 2003) ISBN: 0387008942

Control under Uncertainty (robust control and adaptive control)  

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  1. Jean-Pierre Aubin and Helene Frankowska, ``Set-valued analysis,'' Birkhauser, Boston, 1990. 
  2. Jean-Pierre Aubin, ``Viability theory,'' Birkhauser, Basel, 1991.
  3. J.-P. Aubin and A. Cellina, ``Differential Inclusions,'' Springer-Verlag, Berlin, New York, 1984.
  4. Chernusko, ``State Estimation for Dynamic Systems,'' CRC Press, LLC, 1993.
  5. Alexander B. Kurzhanski, ``Ellipsoidal Calculus for Estimation & Control,'' Birkhauser, Boston, 1996.
  6. Geir E. Dullerud, Fernando Paganini, "A Course in Robust Control Theory: A Convex Approach," Springer Verlag, February 2000. ISBN: 0387989455.
  7. H.J. Kushner and G. Yin, Stochastic Approximation and Recursive Algorithms and Applications, 2nd Edition, Springer-Verlag, New York,  2003, [Applications of Mathematics, Volume 35], xxii+474 pp.  Stochastic Approximation Algorithms and Applications, 1st Edition, 1997. xxi+417 pp.

Chaos Theory  

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  1. David Ruelle, ``Chaotic evolution and strange attractors : the statistical analysis of time series for deterministic nonlinear systems,'' Cambridge; New York: Cambridge University Press, 1988. 
  2. Steven H. Strogatz, Nonlinear Dynamics and Chaos, Perseus Books, 1994. ISBN: 0-201-54344-3.
  3. Robert C. Hilborn, Chaos and Nonlinear Dynamics: An Introduction for Scientists and Engineers, Oxford University Press, 1994. ISBN: 0-19-505760-0.
  4. Robert L. Devaney, A First Course in Chaotic Dynamical Systems, Addison-Wesley, 1992. ISBN: 0-201-55406-2.

Game Theory  

Summary [html].

  1. Guillermo Owen, ``Game theory,'' 3rd ed., San Diego : Academic Press, c1995. 
  2. Joachim Rosenm¨¹ller, ``Game theory : stochastics, information, strategies, and cooperation,'' Boston : Kluwer Academic Publishers, c2000. 
  3. Drew Fudenberg, Jean Tirole, ``Game theory,'' Cambridge, Mass. : MIT Press, c1991.
  4. Tamer Basar, Alain Haurie, (editors), ``Advances in dynamic games and applications,'' Boston : Birkhauser, c1994. 
  5. T.S. Basar, P. Bernard (eds.), ``Differential games and applications,'' Berlin ; New York : Springer-Verlag, c1989. 
  6. T. Basar, ``Dynamic games and applications in economics,'' Berlin ; New York : Springer-Verlag, c1986. 
  7. Tamer Basar, Geert Jan Olsder, ``Dynamic noncooperative game theory,'' 2nd ed., SIAM, 1998.
  8. Martin J. Osborne, Ariel Rubinstein, ``Course in Game Theory,'' MIT Press, 1994. 
  9. Jerzy A. Filar, Koos Vrieze, ``Competitive Markov Decision Processes,'' New York : Springer-Verlag, 1996.
  10. Suijs, J., ``Cooperative Decision-Making Under Risk,'' Kluwer, 2000.
  11. Bilbao, J. M., ``Cooperative Games on Combinatorial Structures,'' Kluwer, 2000
  12. Vaisbord, E. M. and Zhukovskii, V. I., ``Introduction to Multi-Player Differential Games and Their Applications,'' Gordon and Breach Science Publishers, 1987
  13. Kim, K. H. and Roush, F. W., ``Team Theory,'' Ellis Horwood, 1987

Fractal Theory  

  1. Benoit B. MANDELBROT, ``Fractals: Form, Chance and Dimension," San Francisco, CA: W. H. Freeman and Company, 1977, xviii+265 pp. (twenty first reprint, 2005)
  2. Benoit B. MANDELBROT, ``The Fractal Geometry of Nature," New York, NY: W. H. Freeman and Company, 1982, xii + 461 + xvi pp.
  3. Benoit B. MANDELBROT, ``Fractals and Scaling in Finance: Discontinuity, Concentration, Risk," New York: Springer, 1997, x + 551 pp. Chapters available on this web: E3 E5 E7 E8 E9 E14 E15 E19
  4. Benoit B. MANDELBROT, ``Fractals and Chaos: The Mandelbrot Set and Beyond," New York: Springer. 2004, xii + 308 pp.

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Useful links:

Caltech's program on control theory