Advances in Filtering and Optimal Stochastic Control : Proceedings of the IFIP-WG 7/1 Working Conference Cocoyoc, Mexico, February 1-6, 1982

Language: English

Published by Springer, 2014

3662135310 / 9783662135310

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Druck auf Anfrage Neuware - Printed after ordering - Existence, uniqueness and tail behavior of solutions to Zakai equations with unbounded coefficients.- Optimal stopping under partial observations.- Optimal control of partially observed diffusions.- Accurate evaluation of conditional densities in nonlinear filtering.- An efficient approximation scheme for a class of stochastic differential equations.- Stochastic control with noisy observations.- Applications of duality to measure-valued diffusion processes.- Optimal stopping of controlled Markov processes.- Two parameter filtering equations for jump process semimartingales.- Space-time mixing in a branching model.- Logarithmic transformations and stochastic control.- Generalized Gaussian random solutions of certain evolution equations.- Extremal controls for completely observable diffusions.- Lévy's stochastic area formula in higher dimensions.- Asymptotic nonlinear filtering and large deviations.- Representation and approximation of counting processes.- Approximate invariant measures for the asymptotic distributions of differential equations with wide band noise inputs.- Optimal stochastic control of diffusion type processes and Hamilton-Jacobi-Bellman equations.- On reducing the dimension of control problems by diffusion approximation.- Lie algebraic and approximation methods for some nonlinear filtering problems.- Optimal stopping for two-parameter processes.- Stochastic control problem for reflected diffusions in a convex bounded domain.- Nonlinear filtering of diffusion processes a guided tour.- Note on uniqueness of semigroup associated with Bellman operator.- PDE with random coefficients: Asymptotic expansion for the moments.- A discrete time stochastic decision model.- On the approximation of controlled jump diffusion processes.- On optimal stochastic controlproblem of large systems.- Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes.- On normal approximation in Banach spaces.- A class of problems in the optimal control of diffusions with finitely many controls.- A resumé of some of the applications of Malliavin's calculus.- Large deviations.…

Seller Inventory # 9783662135310

Title
Advances in Filtering and Optimal Stochastic Control : Proceedings of the IFIP-WG 7/1 Working Conference Cocoyoc, Mexico, February 1-6, 1982
Author
W. H. Fleming
Publisher
Springer
Publication year
2014
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3662135310
ISBN 13
9783662135310
Item weight
695 grams
Dimensions
244x170x22 mm

AHA-BUCH GmbH

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