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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| Format: | Livre numérique |
| Sprache: | Anglais Français |
| Veröffentlicht: |
Berlin [etc.] :
Springer-Verlag : Springer e-books
[20..].
Cham : Springer Nature |
| Schriftenreihe: | Lecture notes in control and information sciences
16 |
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| Online Zugang: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
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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 |
Inhaltsangabe:
- 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.