Format:
Online-Ressource (V, 327 p)
,
digital
Edition:
Springer eBook Collection. Engineering
ISBN:
9783540388326
Series Statement:
Lecture Notes in Control and Information Sciences 61
Content:
Projective Markov processes -- On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation -- Some comments on control and estimation problems for diffusions in bounded regions -- The separation principle for partially observed linear control systems: A general framework -- Approximations for discrete-time partially observable stochastic control problems -- Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem -- An extension of the prophet inequality -- Martingale representation and nonlinear filtering equation for distribution-valued processes -- Jeu de Dynkin avec cout dependant d'une strategie continue -- Optimal control of reflected diffusion processes -- On a formula relating the Shannon information to the fisher information for the filtering problem -- Optimal stopping of bi-Markov processes -- Equations du lissage non lineaire -- Approximation of nonlinear filtering problems and order of convergence -- On the weak finite stochastic realization problem -- Controle lineaire sous contrainte avec observation partielle -- Quelques remarques sur les semimartingales gaussiennes et le probleme de l'innovation -- Sur les proprietes markoviennes du processus de filtrage -- Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications -- Distributions-valued semimartingales and applications to control and filtering.
Note:
Literaturangaben
Additional Edition:
ISBN 9783540132707
Additional Edition:
Erscheint auch als Druck-Ausgabe Filtering and control of random processes Berlin : Springer, 1984 ISBN 3540132708
Additional Edition:
ISBN 0387132708
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Stochastischer Prozess
;
Filterung
;
Kontrolle
;
Konferenzschrift
URL:
Volltext
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