Umfang:
Online-Ressource (XII, 381 p)
,
digital
Ausgabe:
Springer eBook Collection. Engineering
ISBN:
9783540395188
Serie:
Lecture Notes in Control and Information Sciences 43
Inhalt:
Radon-Nikodym derivatives in case of rational spectral densities -- Differentiation of measures related to stochastic processes -- Dynkin games -- An introduction to the stochastic calculus of variations -- On one-dimensional Markov SDEs -- Some problems in sequential analysis -- A stochastic differential equation for Feller's one-dimensional diffusions -- A result of the iterated logarithm type for a certain class of stochastic processes -- Approximation of large deviations estimates and escape times and applications to systems with small noise effects -- On strong solutions of stohastic equations with respect to semimartingales -- Inverse problems in stochastic Riemannian geometry -- Some results on likelihood ratios for two-parameter processes -- Controllability of stochastic systems -- Solving the Zakai equation by ito's Method -- Simple and efficient linear and nonlinear filters by regular perturbation methods -- The non linear filtering equations -- On robust approximations in nonlinear filtering -- Smoothing of a diffusion process conditionned at final time -- First passage times in stochastic models of physical systems and in filtering theory -- Adaptive stochastic filtering problems — The continuous time case -- Between the chapters: An editor's note -- On perturbation methods in stochastic control -- A control problem in a manifold with nonsmooth boundary -- Some recent results on the control of partially observable stochastic systems -- Optimal controls for partially observed stochastic systems using nonstandard analysis -- Stochastic control with tracking of exogenous parameters -- Nisio semi-group associated to the control of Markov processes -- Optimal control of partially observed diffusions via the separation principle -- A class of singular stochastic control problems -- Sur l'arret optimal de processus a deux indices reels -- Duality theory for some stochastic control models -- On the control of jump processes -- A partially observed inventory problem -- On impulsive control with long run average cost criterion -- Separation theorem for optimal impulse control with discontinuous observations -- Optimal control based on observations on the boundary.
Anmerkung:
Literaturangaben
Weitere Ausg.:
ISBN 9783540120612
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe Stochastic differential systems Berlin [u.a.] : Springer, 1982 ISBN 3540120610
Weitere Ausg.:
ISBN 0387120610
Sprache:
Englisch
Schlagwort(e):
Konferenzschrift
URL:
Volltext
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