Advances in filtering and optimal stochastic control : proceedings of the IFIP-WG 7/1 working conference Cocoyoc, Mexico, February 1 6, 1982
محفوظ في:
| مؤلف مشترك: | |
|---|---|
| مؤلفون آخرون: | , |
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Berlin [etc.] :
Springer
[20..].
Cham : Springer Nature |
| سلاسل: | Lecture notes in control and information sciences
42 |
| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
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 |
جدول المحتويات:
- 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.