Stochastic theory and control : proceedings of a workshop held in Lawrence, Kansas
This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18 20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-...
Shranjeno v:
| Glavni avtor: | |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Berlin ; Paris [etc.] :
Springer-Verlag Berlin Heidelberg : Springer e-books
2013.
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| Serija: | Lecture notes in control and information sciences
280 |
| Teme: | |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
Actes d'un séminaire tenu à Lawrence du 18 au 20 octobre 2001, d'après la préface Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Stochastic theory and control, proceedings of a workshop held in Lawrence, Kansas, Bozenna Pasik-Duncan (editor), Berlin, Springer, 2002, 1 vol. (XVIII-564 p.), Lecture notes in control and information sciences, 3-540-43777-0 • Stochastic Theory and Control, Texte imprimé, 9783540829997 |
Kazalo:
- Nonlinear and Stochastic Stability Problems in Gated Radar Range Trackers
- Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains
- Feedback Designs in Information-Based Control
- Ergodic Control Bellman Equation with Neumann Boundary Conditions
- Regime Switching and European Options
- Equivalence of Two Kinds of Stability for Multi-dimensional ARMA Systems
- System Identification and Time Series Analysis: Past, Present, and Future
- Max-Plus Stochastic Control
- An Optimal Consumption-Investment Problem for Factor-Dependent Models
- Adaptation of a Real-Time Seizure Detection Algorithm
- Randomization Methods in Optimization and Adaptive Control
- Capacity of the Multiple-Input, Multiple-Output Poisson Channel
- Stochastic Analysis of Jump-Diffusions for Financial Log-Return Processes
- Numerical Methods for Optimal Stopping Using Linear and Non-linear Programming
- The ODE Method and Spectral Theory of Markov Operators
- Sign-Regressor Adaptive Filtering Algorithms Using Averaged Iterates and Observations
- Kalman-Type Filters Approach for Some Nonparametric Estimation Problems
- Detection and Estimation in Stochastic Systems with Time-Varying Parameters
- Asymptotic Normality in Partially Observed Diffusions with Small Noise: Application to FDI
- Stochastic Lagrangian Adaptive LQG Control
- Optimal Control of Linear Backward Stochastic Differential Equations with a Quadratic Cost Criterion
- Hilbert Spaces Induced by Toeplitz Covariance Kernels
- Error Analysis of a Max-Plus Algorithm for a First-Order HJB Equation
- Optimal Strategies for Ergodic Control Problems Arising from Portfolio Optimization
- Finite Horizon Full-State Feedback kCC Control in Civil Structures Protection
- Robust Stochastic Maximum Principle: A Measured Space as Uncertainty Set
- On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost
- A Risk-Sensitive Generalization of Maximum APosterior Probability (MAP) Estimation
- Bayesian Adaptive Control of Discrete Time Partially Observed Markov Processes
- Portfolio Optimization in Markets Having Stochastic Rates
- Moment Problems Related to the Solutions of Stochastic Differential Equations
- -Transform, Normal Functionals, and Lévy Laplacian in Poisson Noise Analysis
- Probabilistic Rate Compartment Cancer Model: Alternate versus Traditional Chemotherapy Scheduling
- Finite-Dimensional Filters with Nonlinear Drift. XII: Linear and Constant Structure of Wong-Matrix
- The Stability Game
- Bayes Estimation via Filtering Equation for O-U Process with Discrete Noises: Application to the Micro-Movement of Stock Prices
- Hybrid Filtering.