Stochastic control theory and stochastic differential systems : proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn" which took place January 1979 at Bad Honnef
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|---|---|
| Otros Autores: | , |
| Formato: | Livre numérique |
| Lenguaje: | Anglais Français |
| Publicado: |
Berlin [etc.] :
Springer-Verlag : Springer e-books
[20..].
Cham : Springer Nature |
| Colección: | Lecture notes in control and information sciences
16 |
| Materias: | |
| Acceso en línea: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic control theory and stochastic differential systems, proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn" which took place January 1979 at Bad Honnef, edited by M. Kohlmann and W. Vogel, Berlin, Springer-Verlag, 1979, 1 vol. (XII-615 p.), Lecture notes in control and information sciences, 0-387-09480-6 • Stochastic Control Theory and Stochastic Differential Systems, Texte imprimé, 9783662180556 |
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| 020 | |a 9783540352112 (PDF) | ||
| 041 | 0 | |a eng |a fre | |
| 082 | |a 004 | ||
| 245 | 0 | 0 | |a Stochastic control theory and stochastic differential systems : |b proceedings of a workshop of the "Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn" which took place January 1979 at Bad Honnef |c edited by M. Kohlmann and W. Vogel. |
| 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 16 |x 1610-7411 | |
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a White noise models in non-linear filtering and control -- Optimal impulsive control theory -- An introduction to duality in random mechanics -- Linear stochastic itô equations in Hilbert space -- Martingale methods in stochastic control -- A geometric approach to linear control and estimation -- The martingale calculus and applications -- Interaction between stochastic differential equations and partial differential equations -- Approximation of solutions to differential equations with random inputs by diffusion processes -- Optimal conditions and sufficient statistics for controlled jump processes -- Stochastic filtering theory: A discussion of concepts, methods, and results -- to the theory of optimal stopping -- Weak martingales associated with a two parameter jump process -- Stochastic stagewise Stackleberg strategies for linear quadratic systems -- Some remarks concerning attainable sets of stochastic optimal control systems -- Potential theory in optimal stopping and alternatinc processes -- Adaptive control of Markov chains -- Solution of the limited risk problem without rank conditions -- The parameterization of rational transferfunction linear systems -- A stochastic model for the electrical conduction in non homogeneous layers -- Policy improvement algorithm for continuous time Markov decision processes with switching costs -- An algebro-geometric approach to estimation and stochastic control for linear pure delay time systems -- A non-linear martingale problem -- Pathwise construction of random variables and function space integrals -- Non-gaussianity and non-linearity in electroencephalographic time series -- Canonical form and local characteristics of semimartingales -- On identification and the geometry of the space of linear systems -- A numerical comparison of non-linear withlinear prediction for the transformed Ornstein-Uhlenbeck process -- On the bandit problem -- Existence and uniqueness for stochastic differential equations -- On the solution and the moments of linear systems with randomly disturbed parameters -- Some exact results on stability and growth of linear parameter excited stochastic systems -- A variational inequality for a partially observed stopping time problem -- Equations du filtrage non lineaire pour des processus a deux indices -- Minimum covariance, minimax and minimum energy linear estimators -- Non linear filtering for the system with general noise -- Filtering of a diffusion process with poisson-type observation -- On weak closures of convex and solid sets of probability measures -- Non L1-bounded martingales -- On the definition and detection of structural change -- Exact filtering in exponential families: Discrete time -- Lower estimation error bounds for Gauss-Poisson processes -- Sur L'Approximation D'Un Processus De Transport Par Une Diffusion -- Resolution of measurability problems in discrete time stochastic control -- Optimal non-explosive control of a non constrained diffusion and behaviour when the discount vanishes -- Sequential estimation of the solution of an integral equation in filtering theory -- Causal and non-anticipating solutions of stochastic equations. | |
| 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 Informatique | ||
| 650 | |a Systèmes stochastiques | ||
| 650 | |a Théorie de la commande | ||
| 650 | |a Équations différentielles stochastiques | ||
| 650 | |a Commande stochastique | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Kohlmann, Michael, |d 1947- |4 pbd | |
| 700 | 1 | |a Vogel, Walter, |d 1923- |4 pbd | |
| 710 | 2 | |a Sonderforschungsbereich Approximation und Mathematische Optimierung in einer Anwendungsbezogenen Mathematik. |b Workshop |d (1979 |c :Bad Honnef, Allemagne). |4 aut | |
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| 776 | 0 | |t Stochastic Control Theory and Stochastic Differential Systems |b Texte imprimé |z 9783662180556 | |
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| 856 | 4 | |5 180339901:750923962 |u https://ezproxy.insa-cvl.fr/login?qurl=https://doi.org/10.1007/BFb0009372 |z Accès INSA CVL | |
| 997 | |0 945372 |1 Livre numérique |a Ressource numérique |b INSA |b ENSA |c 0/Bibliothèque numérique/ |c 1/Bibliothèque numérique/Autre ressource numérique/ | ||