Format:
Online-Ressource (V, 375 p)
,
digital
Edition:
Springer eBook Collection. Engineering
ISBN:
9783540397670
Series Statement:
Lecture Notes in Control and Information Sciences 78
Content:
Some points of interaction between stochastic analysis and quantum theory -- On a class of stochastic differential equations which do not satisfy Lipschitz conditions -- Current results and issues in stochastic control -- A method for constructing ?- optimal controls in problems with partial observation of the state -- Overload control for SPC telephone exchanges — refined models and stochastic control -- Stochastic maximum principle in the problem of optimal absolutely continuous change of measure -- Asymptotic Properties of Least-Squares Estimators in Semimartingale Regression Models -- A solution to the partially observed control problem of linear systems, with non-quadratic cost -- Stationary control of brownian motion in several dimensions -- Control of piecewise-deterministic processes via discrete-time dynamic programming -- Reverse time smoothing for point process observations -- A finitely additive version of Poincare's recurrence theorem -- Girsanov and Feynmann-Kac formulas in the discrete stochastic mechanics -- Existence of optimal markovian controls for degenerate diffusions -- On Levy's area process -- Central limit theorems and random currents -- On girsanov solutions of infinite dimensional SDEs -- Explicit solution of a general consumption/investment problem -- Viscosity solutions in partially observed control -- On necessary and sufficient conditions for the convergence to quasicontinuous semimartingales -- Limit theorems for stochastic differential equations and stochastic flows of diffeomorphisms -- Weak convergence and approximations for partial differential equations with random process coefficients -- Optimal control of reflected diffusion processes : An example of state constraints -- Asymptotic ordering of probability distributions for linear controlled systems with quadratic cost -- Adaptive tracking of dynamic airborne vehicles based on (flir) image plane intensity data -- Wide band limit of Lyapounov exponents -- Filtering with observations on a Riemannian symmetric space -- To the theory of the generalized diffusion -- The linear operator-valued stochastic equations -- Stochastic calculus of variations revisited -- Stability under small perturbations.
Note:
Literaturangaben
Additional Edition:
ISBN 9783540162285
Additional Edition:
Erscheint auch als Druck-Ausgabe Stochastic differential systems Berlin [u.a.] : Springer, 1986 ISBN 3540162283
Additional Edition:
ISBN 0387162283
Language:
English
Keywords:
Konferenzschrift
URL:
Volltext
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