Advances in filtering and optimal stochastic control : proceedings of the IFIP-WG 7/1 working conference Cocoyoc, Mexico, February 1 6, 1982
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| Autor corporatiu: | |
|---|---|
| Altres autors: | , |
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| Col·lecció: | Lecture notes in control and information sciences
42 |
| Matèries: | |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Actes d'une conférence tenue à Cocoyoc du 1er au 6 février 1982, 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: | • Advances in filtering and optimal stochastic control, proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1-6, 1982, edited by W.H. Fleming and L.G. Gorostiza, 1982, Berlin, Springer-Verlag, 1 vol. (VIII-392 p.), Lecture notes in control and information sciences, 0-387-11936-1 • Advances in Filtering and Optimal Stochastic Control, Texte imprimé, 9783662135303 • Advances in Filtering and Optimal Stochastic Control, Texte imprimé, 9783662135310 |
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| 084 | |a 00Bxx. 2010 | ||
| 084 | |a 93-06. 2010 | ||
| 111 | 2 | |a Advances in filtering and optimal stochastic control. |b Conference |d (1982 |c :Cocoyoc, Mexico). | |
| 245 | 1 | 0 | |a Advances in filtering and optimal stochastic control : |b proceedings of the IFIP-WG 7/1 working conference Cocoyoc, Mexico, February 1 6, 1982 |c edited by W.H. Fleming, L.G. Gorostiza. |
| 260 | |a Berlin [etc.] : |b Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 490 | 0 | |a Lecture notes in control and information sciences |v 42 |x 1610-7411 | |
| 500 | |a Actes d'une conférence tenue à Cocoyoc du 1er au 6 février 1982, d'après l écran-titre | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 0 | |a Existence, uniqueness and tail behavior of solutions to Zakai equations with unbounded coefficients -- Optimal stopping under partial observations -- Optimal control of partially observed diffusions -- Accurate evaluation of conditional densities in nonlinear filtering -- An efficient approximation scheme for a class of stochastic differential equations -- Stochastic control with noisy observations -- Applications of duality to measure-valued diffusion processes -- Optimal stopping of controlled Markov processes -- Two parameter filtering equations for jump process semimartingales -- Space-time mixing in a branching model -- Logarithmic transformations and stochastic control -- Generalized Gaussian random solutions of certain evolution equations -- Extremal controls for completely observable diffusions -- Lévy's stochastic area formula in higher dimensions -- Asymptotic nonlinear filtering and large deviations -- Representation and approximation of counting processes -- Approximate invariant measures for the asymptotic distributions of differential equations with wide band noise inputs -- Optimal stochastic control of diffusion type processes and Hamilton-Jacobi-Bellman equations -- On reducing the dimension of control problems by diffusion approximation -- Lie algebraic and approximation methods for some nonlinear filtering problems -- Optimal stopping for two-parameter processes -- Stochastic control problem for reflected diffusions in a convex bounded domain -- Nonlinear filtering of diffusion processes a guided tour -- Note on uniqueness of semigroup associated with Bellman operator -- PDE with random coefficients: Asymptotic expansion for the moments -- A discrete time stochastic decision model -- On the approximation of controlled jump diffusion processes -- On optimal stochastic controlproblem of large systems -- Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes -- On normal approximation in Banach spaces -- A class of problems in the optimal control of diffusions with finitely many controls -- A resumé of some of the applications of Malliavin's calculus -- Large deviations. | |
| 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 Filtres (mathématiques) | ||
| 650 | |a Optimisation mathématique | ||
| 650 | |a Processus stochastiques | ||
| 650 | |a Théorie de la commande | ||
| 650 | |a Ingénierie | ||
| 650 | |a Calcul des variations | ||
| 650 | |a Commande stochastique | ||
| 650 | |a Actes de congrès | ||
| 700 | 1 | |a Fleming, Wendell, |d 1928-2023. |4 pbd | |
| 700 | 1 | |a Gorostiza, Luis G., |d 1939- |4 pbd | |
| 710 | 2 | |a Fédération internationale pour le traitement de l'information. |b Working group. |4 orm | |
| 776 | 0 | |0 024877727 |t Advances in filtering and optimal stochastic control |o proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1-6, 1982 |f edited by W.H. Fleming and L.G. Gorostiza |d 1982 |c Berlin |n Springer-Verlag |p 1 vol. (VIII-392 p.) |s Lecture notes in control and information sciences |z 0-387-11936-1 | |
| 776 | 0 | |t Advances in Filtering and Optimal Stochastic Control |b Texte imprimé |z 9783662135303 | |
| 776 | 0 | |t Advances in Filtering and Optimal Stochastic Control |b Texte imprimé |z 9783662135310 | |
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