Stochastic optimization : proceedings of the international conference, Kiev, 1984
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| 団体著者: | |
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| その他の著者: | , , |
| フォーマット: | Livre numérique |
| 言語: | Anglais |
| 出版事項: |
Berlin [etc.] :
Springer-Verlag : Springer e-books
[20..].
Cham : Springer Nature |
| シリーズ: | Lecture notes in control and information sciences
81 |
| 主題: | |
| オンライン･アクセス: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 注記: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic optimization, proceedings of the international conference, Kiev, 1984, edited by V.I. Arkin, A. Shiraev, R. Wets, 1986, Berlin, Springer-Verlag, 1 vol. (X-754 p.), Lecture notes in control and information sciences, 0-387-16659-9 • Stochastic Optimization, Texte imprimé, 9783662173077 |
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| 009 | PPN155220985 | ||
| 020 | |a 9783540398417 (PDF) | ||
| 041 | 0 | |a eng | |
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| 084 | |a 60Gxx. 1991 | ||
| 111 | 2 | |a International conference on stochastic optimisation |d (1984 |c :Kiev, Ukraine). | |
| 245 | 1 | 0 | |a Stochastic optimization : |b proceedings of the international conference, Kiev, 1984 |c edited by V.I. Arkin, A. Shiraev, R. Wets. |
| 260 | |a Berlin [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 81 |x 1610-7411 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a A martingale approach to partially observable controlled stochastic systems -- On the limiting distribution of extremum points for certain stochastic optimization models -- The structure of persistently nearly-optimal strategies in stochastic dynamic programming problems -- On the derivation of a filtering equation for a non-observable semimartingale -- On the representation of functionals of a wiener sheet by stochastic integrals -- The maximum principle for optimal control of diffusions with partial information -- Explicit solution of a consumption/investment problem -- On the asymptotic behavior of some optimal estimates of parameters of nonlinear regression functions -- On the ?-optimal control of a stochastic integral equation with an unknown parameter -- Some properties of value functions for controlled diffusion processes -- Stochastic control with state constraints and non-linear elliptic equations with infinite boundary conditions -- On the weak convergence of controlled semi-martingales -- Estimation of parameters and control of systems with unknown parameters -- On recursive approximations with error bounds in nonlinear filtering -- On approximations to discrete-time stochastic control problems -- On lexicographical optimality criteria in controlled markov chains -- Canonical correlations, hankel operatiors and markovian representations of multivariate stationary Gaussian processes -- The maximum principle in stochastic problems with non-fixed random control time -- Optimal control of stochastic integral equations -- Some direct methods for computing optimal estimators for forecasting and filtering problems involving stochastic processes -- On functional equations of discrete dynamic programming -- Risk-sensitive and Hamiltonian formulations in optimal control -- Martingales insurvival analysis -- Markov decision processes with both continuous and impulsive control -- Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate -- Solution of a stochastic programming problem concerning the distribution of water resources -- Limit theorems for processes generated by stochastic optimization algorithms -- On the structure of optimality criteria in stochastic optimization models -- Strong laws for a class of path-dependent stochastic processes with applications -- The generalized extremum in the class of discontinuous functions and finitely additive integration -- Convex multivalued mappings and stochastic models of the dynamics of economic systems -- Stability in stochastic programming Probabilistic constraints -- Duality in improper mathematical programming problems under uncertainty -- Equilibrium states of monotonic operators and equilibrium trajectories in stochastic economic models -- Finite horizon approximates of infinite horizon stochastic programs -- Stochastic optimization techniques for finding optimal submeasures -- Strong consistency theorems related to stochastic quasi-Newton methods -- Stochastic gradient methods for optimizing electrical transportation networks -- On the functional dependence between the available information and the chosen optimality principle -- Uncertainty in stochastic programming -- Stochastic programming models for safety stock allocation -- Direct averaging and perturbed test function methods for weak convergence -- On the approximation of stochastic convex programming problems -- Extremal problems with probability measures, functionally closed preorders and strong stochastic dominance -- Expected value versus probability of ruin strategies -- Controlled random search procedures forglobal optimization -- On Bayesian methods in nondifferential and stochastic programming -- On stochastic programming in hilbert space -- Reduction of risk using a differentiated approach -- A stochastic lake eutrophication management model -- A dynamic model of market behavior -- Recursive stochastic gradient procedures in the presence of dependent noise -- Random search as a method for optimization and adaptation -- Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm -- Convergence of stochastic infima: Equi-semicontinuity -- Growth rates and optimal paths in stochastic models of expanding economies -- Extremum problems depending on a random parameter -- Adaptive control of parameters in gradient algorithms for stochastic optimization -- Stochastic models and methods of optimal planning -- Differential inclusions and controlled systems: Properties of solutions -- Guaranteed estimation of reachable sets for controlled systems -- Methods of group pursuit -- An averaging principle for optimal control problems with singular perturbations -- On a certain class of inverse problems in control system dynamics -- Simultaneous estimation of states and parameters in control systems with incomplete data -- Approximate solutions of differential games using mixed strategies -- On the solution sets for uncertain systems with phase constraints -- Existence of a value for a general zero-sum mixt game -- Positional modeling of stochastic control in dynamical systems -- Use of the h-convex set method in differential games -- A linear differential pursuit game -- Methods of constructing guaranteed estimates of parameters of linear systems and their statistical properties -- Stochastic and deterministic control: Differential inequalities -- The search for singular extremals -- On the smoothness of the bellman function in optimal control problems with incomplete data. | |
| 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 | ||
| 650 | |a Optimisation mathématique | ||
| 650 | |a Processus stochastiques | ||
| 650 | |a Théorie de la commande | ||
| 650 | |a Ingénierie | ||
| 650 | |a Calcul des variations | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Arkin, Vadim Iosifovič, |d 1937- |4 pbd | |
| 700 | 1 | |a Širâev, Al½bert Nikolaevič, |d 1934- |4 pbd | |
| 700 | 1 | |a Wets, Roger J.-B, |d 1937- |4 pbd | |
| 710 | 2 | |a International Institute for Applied Systems Analysis. |4 orm | |
| 776 | 0 | |0 029951143 |t Stochastic optimization |o proceedings of the international conference, Kiev, 1984 |f edited by V.I. Arkin, A. Shiraev, R. Wets |d 1986 |c Berlin |n Springer-Verlag |p 1 vol. (X-754 p.) |s Lecture notes in control and information sciences |z 0-387-16659-9 | |
| 776 | 0 | |t Stochastic Optimization |b Texte imprimé |z 9783662173077 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/BFb0007076 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-BJ2SX262-J |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:747912130 |u https://ezproxy.univ-orleans.fr/login?url=https://doi.org/10.1007/BFb0007076 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:750924926 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/BFb0007076 |z Accès INSA CVL | |
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