UID:
edocfu_9959186316402883
Format:
1 online resource (XII, 381 p. 1 illus.)
Edition:
1st ed. 1982.
Edition:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-39518-0
Series Statement:
Lecture Notes in Control and Information Sciences, 43
Note:
Bibliographic Level Mode of Issuance: Monograph
,
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.
,
English
In:
Springer eBooks
Additional Edition:
ISBN 0-387-12061-0
Additional Edition:
ISBN 3-540-12061-0
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0044282
