Umfang:
Online-Ressource (VIII, 392 pp)
,
digital
Ausgabe:
Reproduktion Springer eBook Collection. Engineering
ISBN:
9783540395171
Serie:
Lecture Notes in Control and Information Sciences 42
Inhalt:
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 control problem 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.
Anmerkung:
Literaturangaben
Weitere Ausg.:
ISBN 9783540119364
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Advances in filtering and optimal stochastic control Berlin : Springer, 1982 ISBN 0387119361
Weitere Ausg.:
ISBN 3540119361
Sprache:
Englisch
Fachgebiete:
Mathematik
Schlagwort(e):
Filter
;
Stochastische optimale Kontrolle
;
Filterung
;
Filter
;
Optimale Kontrolle
;
Konferenzschrift
URL:
Volltext
(lizenzpflichtig)
Mehr zum Autor:
Fleming, Wendell Helms 1928-
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