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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| Altri autori: | , |
|---|---|
| Natura: | Livre numérique |
| Lingua: | Anglais |
| Pubblicazione: |
Berlin ; Paris [etc.] :
Springer-Verlag : Springer e-books
[20..].
Cham : Springer Nature |
| Serie: | Lecture notes in control and information sciences
177 |
| Soggetti: | |
| Accesso online: | 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 |
Sommario:
- 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.