Advances in filtering and optimal stochastic control: proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
1982
|
| Schriftenreihe: | Lecture notes in control and information sciences
42 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | VIII, 392 S. |
| ISBN: | 3540119361 0387119361 |
Internformat
MARC
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| 245 | 1 | 0 | |a Advances in filtering and optimal stochastic control |b proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 |c ed. by W. H. Fleming ... |
| 264 | 1 | |a Berlin [u.a.] |b Springer |c 1982 | |
| 300 | |a VIII, 392 S. | ||
| 336 | |b txt |2 rdacontent | ||
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| 490 | 1 | |a Lecture notes in control and information sciences |v 42 | |
| 650 | 4 | |a Filters (Mathematics) |v Congresses | |
| 650 | 4 | |a Mathematical optimization |v Congresses | |
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Datensatz im Suchindex
| _version_ | 1804114497660518400 |
|---|---|
| adam_text | CONTENTS
BARAS, J. S., HOPKINS, Jr., W. E., BLANKENSHIP, G. L. Existence, uniqueness 1
and tail behavior of solutions to Zakai equations with unbounded
coefficients
BENES, V. E. Optimal stopping under partial observations 18
BENSOUSSAN, A. Optimal control of partially observed diffusions 38
BLANKENSHIP, G. L., HOPKINS, Jr., W. E., BARAS, J. S. Accurate evaluation of 54
conditional densities in nonlinear filtering
CLARK, J. M. C. An efficient approximation scheme for a class of stochastic 69
differential equations
DAVIS, M. H. A. Stochastic control with noisy observations 79
DAWSON, D. A., KURTZ, T. G. Applications of duality to measure valued 91
diffusion processes
EL KAROUI, N., LEPELTIER, J P., MARCHAL, B. Optimal stopping of controlled 106
Markov processes
ELLIOTT, R. J., AL HUSSAINI, A. Two paramter filtering equations for jump 113
process semimartingales
FLEISCHMANN, K. Space time mixing in a branching model 125
FLEMING, W. H. Logarithmic transformations and stochastic control 131
GOROSTIZA, L. G. Generalized Gaussian random solutions of certain evolution 142
equations
HAUSSMANN, U. G. Extremal controls for completely observable diffusions 149
HELMES, K., SCHWANE, A. LeVy s stochastic area formula in higher dimensions 161
HIJAB, 0. Asymptotic nonlinear filtering and large deviations 170
KURTZ, T. G. Representation and approximation of counting processes 177
KUSHNER, H. J. Approximate invariant measures for the asymptotic distributions 192
of differential equations with wide band noise inputs
LIONS, P. L. Optimal stochastic control of diffusion type processes and 199
Hamilton Jacobi Bellman equations
MANDL, P. On reducing the dimension of control problems by diffusion 216
approximation
MARCUS, S. I., LIU, C H., BLANKENSHIP, G.L. Lie algebraic and approximation 225
methods for some nonlinear filtering problems
MAZZIOTTO, G., SZPIRGLAS, J. Optimal stopping for two parameter processes 239
MENALDI, J L. Stochastic control problem for reflected diffusions in a convex 246
bounded domain
VIII
MITTER, S. K. Nonlinear filtering of diffusion processes: a guided tour 256
NISIO, M. Note on uniqueness of semigroup associated with Bellman 267
operator
PARDOUX, E., BOUC, R. PDE with random coefficients: asymptotic expansion 276
for the moments
PLISKA, S. R. A discrete time stochastic decision model 290
PRAGARAUSKAS, H. On the approximation of controlled jump diffusion processes 305
QUADRAT, J P. On optimal stochatic control problem of large systems 312
RISHEL, R. W. Unnormalized conditional probabilities and optimality for 326
partially observed controlled jump Markov processes
SAZONOV, V. V. On normal approximation in Banach spaces 344
SHENG, D. D. A class of problems in the optimal control of diffusions with 353
finitely many controls
STROOCK, D. W. A resume of some of the applications of Malliavin s calculus 375
VARADHAN, S. R. S. Large deviations 382
|
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| building | Verbundindex |
| bvnumber | BV000043969 |
| callnumber-first | Q - Science |
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| callnumber-subject | QA - Mathematics |
| classification_rvk | SD 1982 SI 845 |
| classification_tum | MSR 630f ELT 515f MAT 496f |
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| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Elektrotechnik Mathematik Mess-/Steuerungs-/Regelungs-/Automatisierungstechnik |
| format | Book |
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| genre_facet | Konferenzschrift 1982 Cocoyoc |
| id | DE-604.BV000043969 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T15:07:40Z |
| institution | BVB |
| institution_GND | (DE-588)2066221-X |
| isbn | 3540119361 0387119361 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000012809 |
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| physical | VIII, 392 S. |
| publishDate | 1982 |
| publishDateSearch | 1982 |
| publishDateSort | 1982 |
| publisher | Springer |
| record_format | marc |
| series | Lecture notes in control and information sciences |
| series2 | Lecture notes in control and information sciences |
| spelling | Advances in filtering and optimal stochastic control proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 ed. by W. H. Fleming ... Berlin [u.a.] Springer 1982 VIII, 392 S. txt rdacontent n rdamedia nc rdacarrier Lecture notes in control and information sciences 42 Filters (Mathematics) Congresses Mathematical optimization Congresses Stochastic control theory Congresses Filterung Stochastik (DE-588)4121267-8 gnd rswk-swf Filter Mathematik (DE-588)4154388-9 gnd rswk-swf Stochastische optimale Kontrolle (DE-588)4207850-7 gnd rswk-swf Optimale Kontrolle (DE-588)4121428-6 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1982 Cocoyoc gnd-content Filter Mathematik (DE-588)4154388-9 s DE-604 Stochastische optimale Kontrolle (DE-588)4207850-7 s Filterung Stochastik (DE-588)4121267-8 s Optimale Kontrolle (DE-588)4121428-6 s Fleming, Wendell Helms 1928- Sonstige (DE-588)115373217 oth International Federation for Information Processing Working Group Modelling and Simulation Sonstige (DE-588)2066221-X oth Lecture notes in control and information sciences 42 (DE-604)BV005848579 42 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000012809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | 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 Filters (Mathematics) Congresses Mathematical optimization Congresses Stochastic control theory Congresses Filterung Stochastik (DE-588)4121267-8 gnd Filter Mathematik (DE-588)4154388-9 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Optimale Kontrolle (DE-588)4121428-6 gnd |
| subject_GND | (DE-588)4121267-8 (DE-588)4154388-9 (DE-588)4207850-7 (DE-588)4121428-6 (DE-588)1071861417 |
| title | Advances in filtering and optimal stochastic control proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 |
| title_auth | Advances in filtering and optimal stochastic control proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 |
| title_exact_search | Advances in filtering and optimal stochastic control proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 |
| title_full | Advances in filtering and optimal stochastic control proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 ed. by W. H. Fleming ... |
| title_fullStr | Advances in filtering and optimal stochastic control proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 ed. by W. H. Fleming ... |
| title_full_unstemmed | Advances in filtering and optimal stochastic control proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 ed. by W. H. Fleming ... |
| title_short | Advances in filtering and optimal stochastic control |
| title_sort | advances in filtering and optimal stochastic control proceedings of the ifip wg 7 1 working conference cocoyoc mexico february 1 6 1982 |
| title_sub | proceedings of the IFIP-WG 7/1 working conference, Cocoyoc, Mexico, February 1 - 6, 1982 |
| topic | Filters (Mathematics) Congresses Mathematical optimization Congresses Stochastic control theory Congresses Filterung Stochastik (DE-588)4121267-8 gnd Filter Mathematik (DE-588)4154388-9 gnd Stochastische optimale Kontrolle (DE-588)4207850-7 gnd Optimale Kontrolle (DE-588)4121428-6 gnd |
| topic_facet | Filters (Mathematics) Congresses Mathematical optimization Congresses Stochastic control theory Congresses Filterung Stochastik Filter Mathematik Stochastische optimale Kontrolle Optimale Kontrolle Konferenzschrift 1982 Cocoyoc |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000012809&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV005848579 |
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