Applied stochastic analysis: proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991
Saved in:
| Other Authors: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin [u.a.]
Springer-Verlag
1992
|
| Series: | Lecture Notes in Control and Information Sciences
177 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | X, 311 Seiten graph. Darst. |
| ISBN: | 3540552960 0387552960 |
Staff View
MARC
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| 245 | 1 | 0 | |a Applied stochastic analysis |b proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 |c I. Karatzas, D. Ocone (eds.) |
| 264 | 1 | |a Berlin [u.a.] |b Springer-Verlag |c 1992 | |
| 300 | |a X, 311 Seiten |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 490 | 1 | |a Lecture Notes in Control and Information Sciences |v 177 | |
| 650 | 7 | |a Analyse stochastique - Congrès |2 ram | |
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Record in the Search Index
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| adam_text |
TABLE
OF
CONTENTS
1.
F. BACCELLI and P. CONSTANTOPOULOS
Estimates of
Cycle Times
in Stochastic
Petri
Nets
.1
2.
A.
BENSOUSSAN
and J.
FREHSE
On Bellman Equations of Ergodic Control in 5Rn
. 21
3.
Ph. BOUGEROL
Some Results on the Filtering Riccati Equation
with Random Parameters
. 30
4.
D. S. BRIDGE and S. E. SHREVE
Multi-Dimensional Finite-Fuel Singular Stochastic Control
. 38
5.
F.
CAMPILLO
and E. PARDOUX
Numerical Methods in Ergodic Optimal Stochastic Control,
and Application
. 59
6.
O.
CATONI
Exponential Triangular Cooling Schedules for Simulated
Annealing Algorithms: A Case Study
. 74
7.
P. DUPUIS
A Numerical Method for a Calculus of Variations Problem
with Discontinuous Integrand
. 90
8.
W. H. FLEMING and Q. ZHANG
Pieccwise-Monotone Filtering with Small Observation Noise:
Numerical Simulations
.108
9.
P. FLORCHINGER and
F. LE
GLAND
Particle Approximation for First-Order Stochastic
Partial Differential Equations
.121
10.
A. C.
HEINRICHER
and
R. H.
STOCKBRIDGE
An
Infinite-Dimensional
LP
Solution to Control of a Continuous,
Monotone Process
.134
11.
K. L.
HELMES
and R. W. RISHEL
An Optimal Control Depending on the Conditional Density
of the Unobserved State
.144
12. 0.
HIJAB
Partially Observed Control of Markov Processes
.151
13.
M. R.
JAMES and
F. LE
GLAND
Numerical Approximation for Nonlinear Filtering
and Finite-Time Observers
.159
14.
H. J. KUSHNER and L. F. MARTINS
A Numerical Method for Stochastic Singular Control Problems
with
Nonadditive
Controls
.176
15.
T. G.
KURTZ
Averaging for Martingale Problems and Stochastic Approximation
.
1S6
χ
16.
J.
PICARD
A
Nonlinear Filter with Two Time-Scales
.210
17.
M. J.
PICQUÉ,
N.
EL KAROUI and R. VISWANATHAN
Bounds for the Price of Options
.224
18.
J. P. QUADRAT
Brownian and Diffusion Decision Processes
.238
19.
S. T. RACHEV
and
M. TAKSAR
Kantorovich's Functional in Space of Measures
.248
20.
A. TROUVÉ
Partially Parallel Simulated Annealing: Low and High Temperature
Approach of the Invariant Measure
.262
21.
X. X. XUE
Martingale Representation for a Class of Processes
with Independent Increments, and its Applications
.279 |
| any_adam_object | 1 |
| author2 | Karatzas, Ioannis 1952- |
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| bvnumber | BV005403763 |
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| dewey-full | 519.2 |
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| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| genre_facet | Konferenzschrift 1991 New Brunswick NJ |
| id | DE-604.BV005403763 |
| illustrated | Illustrated |
| indexdate | 2024-07-20T07:37:18Z |
| institution | BVB |
| institution_GND | (DE-588)2019996-X |
| isbn | 3540552960 0387552960 |
| language | English |
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| physical | X, 311 Seiten graph. Darst. |
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| series | Lecture Notes in Control and Information Sciences |
| series2 | Lecture Notes in Control and Information Sciences |
| spelling | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 I. Karatzas, D. Ocone (eds.) Berlin [u.a.] Springer-Verlag 1992 X, 311 Seiten graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture Notes in Control and Information Sciences 177 Analyse stochastique - Congrès ram Stochastic analysis Congresses Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift 1991 New Brunswick NJ gnd-content Stochastische Analysis (DE-588)4132272-1 s DE-604 Karatzas, Ioannis 1952- (DE-588)140840346 edt Rutgers University Sonstige (DE-588)2019996-X oth Lecture Notes in Control and Information Sciences 177 (DE-604)BV005848579 177 Digitalisierung TU Muenchen application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003382419&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 Lecture Notes in Control and Information Sciences Analyse stochastique - Congrès ram Stochastic analysis Congresses Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4132272-1 (DE-588)1071861417 |
| title | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 |
| title_auth | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 |
| title_exact_search | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 |
| title_full | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 I. Karatzas, D. Ocone (eds.) |
| title_fullStr | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 I. Karatzas, D. Ocone (eds.) |
| title_full_unstemmed | Applied stochastic analysis proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 I. Karatzas, D. Ocone (eds.) |
| title_short | Applied stochastic analysis |
| title_sort | applied stochastic analysis proceedings of a us french workshop rutgers university new brunswick n j april 29 may 2 1991 |
| title_sub | proceedings of a US-French workshop, Rutgers University, New Brunswick, N.J., April 29 - May 2, 1991 |
| topic | Analyse stochastique - Congrès ram Stochastic analysis Congresses Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Analyse stochastique - Congrès Stochastic analysis Congresses Stochastische Analysis Konferenzschrift 1991 New Brunswick NJ |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003382419&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV005848579 |
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