UID:
edocfu_9959186315202883
Format:
1 online resource (V, 327 p.)
Edition:
1st ed. 1984.
Edition:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-38832-X
Series Statement:
Lecture Notes in Control and Information Sciences, 61
Note:
Bibliographic Level Mode of Issuance: Monograph
,
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.
,
English
In:
Springer eBooks
Additional Edition:
ISBN 0-387-13270-8
Additional Edition:
ISBN 3-540-13270-8
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0006558
