Applied stochastic analysis : proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 May 2, 1991
This volume contains papers presented during a four-day Workshop that took place at Rutgers University from 29 April to 2 May, 1991. The purpose of this workshop was to promote interaction among specialists in these areas byproviding for all an up-to-date picture of current issues and outstanding pr...
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| Outros Autores: | , |
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| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado em: |
Berlin ; Paris [etc.] :
Springer-Verlag : Springer e-books
[20..].
Cham : Springer Nature |
| Colecção: | Lecture notes in control and information sciences
177 |
| Assuntos: | |
| Acesso em linha: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Actes d'un séminaire tenu à New Brunswick du 29 avril au 2 mai 1991, d'après l écran-titre Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Applied stochastic analysis, proceedings of a US-French workshop, Rutgers University, New Brunswick, N. J., April 29-May 2, 1991, J. Karatzas, D. Ocone (eds.), Berlin, Springer-Verlag, 1992, 1 vol. (X-311 p.), Lecture notes in control and information sciences, 3-540-55296-0 • Applied Stochastic Analysis, Texte imprimé, 9783662213902 |
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| 245 | 0 | 0 | |a Applied stochastic analysis : |b proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 May 2, 1991 |c [edited by] I. Karatzas, D. Ocone. |
| 260 | |a Berlin ; |a Paris [etc.] : |b Springer-Verlag : |b Springer e-books. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in control and information sciences |v 177 |x 1610-7411 | |
| 500 | |a Actes d'un séminaire tenu à New Brunswick du 29 avril au 2 mai 1991, d'après l écran-titre | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Estimates of cycle times in stochastic petri nets -- On Bellman equations of ergodic control in R n -- Some results on the filtering Riccati equation with random parameters -- Multi-dimensional finite-fuel singular stochastic control -- Numerical methods in ergodic optimal stochastic control and application -- Exponential triangular cooling schedules for simulated annealing algorithms : A case study -- A numerical method for a calculus of variations problem with discontinuous integrand -- Piecewise monotone filtering with small observation noise: Numerical simulations -- Particle approximation for first order stochastic partial differential equations -- An infinite-dimensional LP solution to control of a continuous, monotone process -- An optimal control depending on the conditional density of the unobserved state -- Partially observed control of Markov processes -- Numerical approximation for nonlinear filtering and finite-time observers -- A numerical method for stochastic singular control problems with nonadditive controls -- Averaging for martingale problems and stochastic approximation -- A nonlinear filter with two time scales -- Bounds for the price of options -- Brownian and diffusion decision processes -- Kantorovich's functionals in space of measures -- Partially parallel simulated annealing: Low and high temperature approach of the invariante measure -- Martingale representation for a class of processes with independent increments and its applications. | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a This volume contains papers presented during a four-day Workshop that took place at Rutgers University from 29 April to 2 May, 1991. The purpose of this workshop was to promote interaction among specialists in these areas byproviding for all an up-to-date picture of current issues and outstanding problems. The topics covered include singular stochasticcontrol, queuing networks, the mathematical theory of stochastic optimization and filtering, adaptive control and the estimation for random fields and its connections with simulated annealing, statistical mechanics, and combinatorial optimization. | ||
| 650 | |a Théorie de la commande | ||
| 650 | |a Analyse stochastique | ||
| 650 | |a Ingénierie | ||
| 650 | |a Calcul des variations | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Karatzas, Ioannis, |d 1952- |4 pbd | |
| 700 | 1 | |a Ocone, Daniel, |d 1953- |4 pbd | |
| 776 | 0 | |0 022740651 |t Applied stochastic analysis |o proceedings of a US-French workshop, Rutgers University, New Brunswick, N. J., April 29-May 2, 1991 |f J. Karatzas, D. Ocone (eds.) |c Berlin |n Springer-Verlag |d 1992 |p 1 vol. (X-311 p.) |s Lecture notes in control and information sciences |z 3-540-55296-0 | |
| 776 | 0 | |t Applied Stochastic Analysis |b Texte imprimé |z 9783662213902 | |
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