Advances in Filtering and Optimal Stochastic Control: Proceedings of the IFIP-WG 7/1 Working Conference Cocoyoc, Mexico, February 1-6, 1982. Lecture Notes in Control and Information Sciences, Band 42.

Fleming, W. H. and L. G. Gorostiza:

ISBN 10: 3540119361 / ISBN 13: 9783540119364

Published by Springer Verlag;, 1982

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392 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 665.

Seller Inventory # 2297666

Bibliographic Details

• Title: Advances in Filtering and Optimal Stochastic Control: Proceedings of the IFIP-WG 7/1 Working Conference Cocoyoc, Mexico, February 1-6, 1982. Lecture Notes in Control and Information Sciences, Band 42.
• Publisher: Springer Verlag
• Publication Date: 1982
• Language: English
• ISBN 10: 3540119361
• ISBN 13: 9783540119364
• Binding: Broschiert
• Condition: Gut
• Weight: 665 grams
• Seller catalogs:
  • 90 Varia

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Synopsis

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 Asymptotic expansion for the moments.- A discrete time stochastic decision model.- On the approximation of controlled jump diffusion processes.- On optimal stochastic control problem 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.