Filtering and Control of Random Processes : Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23-24, 1983

Language: English

Published by Springer, 1984

3540132708 / 9783540132707

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Druck auf Anfrage Neuware - Printed after ordering - Projective Markov processes.- On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation.- Some comments on control and estimation problems for diffusions in bounded regions.- The separation principle for partially observed linear control systems: A general framework.- Approximations for discrete-time partially observable stochastic control problems.- Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem.- An extension of the prophet inequality.- Martingale representation and nonlinear filtering equation for distribution-valued processes.- Jeu de Dynkin avec cout dependant d'une strategie continue.- Optimal control of reflected diffusion processes.- On a formula relating the Shannon information to the fisher information for the filtering problem.- Optimal stopping of bi-Markov processes.- Equations du lissage non lineaire.- Approximation of nonlinear filtering problems and order of convergence.- On the weak finite stochastic realization problem.- Controle lineaire sous contrainte avec observation partielle.- Quelques remarques sur les semimartingales gaussiennes et le probleme de l'innovation.- Sur les proprietes markoviennes du processus de filtrage.- Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications.- Distributions-valued semimartingales and applications to control and filtering.

Seller Inventory # 9783540132707

Title
Filtering and Control of Random Processes : Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23-24, 1983
Author
J. Szpirglas
Publisher
Springer
Publication year
1984
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540132708
ISBN 13
9783540132707
Item weight
581 grams
Dimensions
244x170x19 mm

AHA-BUCH GmbH

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