Format:
Online-Ressource (X, 754 pp)
,
digital
Edition:
Reproduktion Springer eBook Collection. Engineering
ISBN:
9783540398417
Series Statement:
Lecture Notes in Control and Information Sciences 81
Content:
A martingale approach to partially observable controlled stochastic systems -- On the limiting distribution of extremum points for certain stochastic optimization models -- The structure of persistently nearly-optimal strategies in stochastic dynamic programming problems -- On the derivation of a filtering equation for a non-observable semimartingale -- On the representation of functionals of a wiener sheet by stochastic integrals -- The maximum principle for optimal control of diffusions with partial information -- Explicit solution of a consumption/investment problem -- On the asymptotic behavior of some optimal estimates of parameters of nonlinear regression functions -- On the ?-optimal control of a stochastic integral equation with an unknown parameter -- Some properties of value functions for controlled diffusion processes -- Stochastic control with state constraints and non-linear elliptic equations with infinite boundary conditions -- On the weak convergence of controlled semi-martingales -- Estimation of parameters and control of systems with unknown parameters -- On recursive approximations with error bounds in nonlinear filtering -- On approximations to discrete-time stochastic control problems -- On lexicographical optimality criteria in controlled markov chains -- Canonical correlations, hankel operatiors and markovian representations of multivariate stationary Gaussian processes -- The maximum principle in stochastic problems with non-fixed random control time -- Optimal control of stochastic integral equations -- Some direct methods for computing optimal estimators for forecasting and filtering problems involving stochastic processes -- On functional equations of discrete dynamic programming -- Risk-sensitive and Hamiltonian formulations in optimal control -- Martingales in survival analysis -- Markov decision processes with both continuous and impulsive control -- Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate -- Solution of a stochastic programming problem concerning the distribution of water resources -- Limit theorems for processes generated by stochastic optimization algorithms -- On the structure of optimality criteria in stochastic optimization models -- Strong laws for a class of path-dependent stochastic processes with applications -- The generalized extremum in the class of discontinuous functions and finitely additive integration -- Convex multivalued mappings and stochastic models of the dynamics of economic systems -- Stability in stochastic programming — Probabilistic constraints -- Duality in improper mathematical programming problems under uncertainty -- Equilibrium states of monotonic operators and equilibrium trajectories in stochastic economic models -- Finite horizon approximates of infinite horizon stochastic programs -- Stochastic optimization techniques for finding optimal submeasures -- Strong consistency theorems related to stochastic quasi-Newton methods -- Stochastic gradient methods for optimizing electrical transportation networks -- On the functional dependence between the available information and the chosen optimality principle -- Uncertainty in stochastic programming -- Stochastic programming models for safety stock allocation -- Direct averaging and perturbed test function methods for weak convergence -- On the approximation of stochastic convex programming problems -- Extremal problems with probability measures, functionally closed preorders and strong stochastic dominance -- Expected value versus probability of ruin strategies -- Controlled random search procedures for global optimization -- On Bayesian methods in nondifferential and stochastic programming -- On stochastic programming in hilbert space -- Reduction of risk using a differentiated approach -- A stochastic lake eutrophication management model -- A dynamic model of market behavior -- Recursive stochastic gradient procedures in the presence of dependent noise -- Random search as a method for optimization and adaptation -- Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm -- Convergence of stochastic infima: Equi-semicontinuity -- Growth rates and optimal paths in stochastic models of expanding economies -- Extremum problems depending on a random parameter -- Adaptive control of parameters in gradient algorithms for stochastic optimization -- Stochastic models and methods of optimal planning -- Differential inclusions and controlled systems: Properties of solutions -- Guaranteed estimation of reachable sets for controlled systems -- Methods of group pursuit -- An averaging principle for optimal control problems with singular perturbations -- On a certain class of inverse problems in control system dynamics -- Simultaneous estimation of states and parameters in control systems with incomplete data -- Approximate solutions of differential games using mixed strategies -- On the solution sets for uncertain systems with phase constraints -- Existence of a value for a general zero-sum mixt game -- Positional modeling of stochastic control in dynamical systems -- Use of the h-convex set method in differential games -- A linear differential pursuit game -- Methods of constructing guaranteed estimates of parameters of linear systems and their statistical properties -- Stochastic and deterministic control: Differential inequalities -- The search for singular extremals -- On the smoothness of the bellman function in optimal control problems with incomplete data.
Note:
Literaturangaben
Additional Edition:
ISBN 9783540166597
Additional Edition:
Erscheint auch als Druck-Ausgabe Stochastic optimization Berlin [u.a.] : Springer, 1986 ISBN 3540166599
Additional Edition:
ISBN 0387166599
Language:
English
Subjects:
Mathematics
Keywords:
Stochastische Optimierung
;
Konferenzschrift
URL:
Volltext
(lizenzpflichtig)
