Stochastic Differential Systems, Stochastic Control Theory and Applications:
Gespeichert in:
| Weitere Verfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1988
|
| Schriftenreihe: | The IMA Volumes in Mathematics and Its Applications
10 |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especially thank Wendell Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Committee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management science. Adaptive control of Markov processes. Advanced computational methods in stochastic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations |
| Beschreibung: | 1 Online-Ressource (XIII, 609p. 10 illus) |
| ISBN: | 9781461387626 9781461387640 |
| ISSN: | 0940-6573 |
| DOI: | 10.1007/978-1-4613-8762-6 |
Internformat
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Datensatz im Suchindex
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| dewey-hundreds | 500 - Natural sciences and mathematics |
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| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4613-8762-6 |
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| id | DE-604.BV042420751 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:07Z |
| institution | BVB |
| isbn | 9781461387626 9781461387640 |
| issn | 0940-6573 |
| language | English |
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| spelling | Fleming, Wendell edt Stochastic Differential Systems, Stochastic Control Theory and Applications edited by Wendell Fleming, Pierre-Louis Lions New York, NY Springer New York 1988 1 Online-Ressource (XIII, 609p. 10 illus) txt rdacontent c rdamedia cr rdacarrier The IMA Volumes in Mathematics and Its Applications 10 0940-6573 This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) Wendell Fleming Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We especially thank Wendell Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Committee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management science. Adaptive control of Markov processes. Advanced computational methods in stochastic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations Mathematics Systems theory Mathematical optimization Distribution (Probability theory) Probability Theory and Stochastic Processes Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematik Stochastisches Differentialgleichungssystem (DE-588)4225826-1 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 1986 Minneapolis Minn. gnd-content Stochastisches Differentialgleichungssystem (DE-588)4225826-1 s 2\p DE-604 Stochastische Kontrolltheorie (DE-588)4263657-7 s 3\p DE-604 Lions, Pierre-Louis edt The IMA Volumes in Mathematics and Its Applications 10 (DE-604)BV002813070 10 https://doi.org/10.1007/978-1-4613-8762-6 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Stochastic Differential Systems, Stochastic Control Theory and Applications The IMA Volumes in Mathematics and Its Applications Mathematics Systems theory Mathematical optimization Distribution (Probability theory) Probability Theory and Stochastic Processes Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematik Stochastisches Differentialgleichungssystem (DE-588)4225826-1 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| subject_GND | (DE-588)4225826-1 (DE-588)4263657-7 (DE-588)1071861417 |
| title | Stochastic Differential Systems, Stochastic Control Theory and Applications |
| title_auth | Stochastic Differential Systems, Stochastic Control Theory and Applications |
| title_exact_search | Stochastic Differential Systems, Stochastic Control Theory and Applications |
| title_full | Stochastic Differential Systems, Stochastic Control Theory and Applications edited by Wendell Fleming, Pierre-Louis Lions |
| title_fullStr | Stochastic Differential Systems, Stochastic Control Theory and Applications edited by Wendell Fleming, Pierre-Louis Lions |
| title_full_unstemmed | Stochastic Differential Systems, Stochastic Control Theory and Applications edited by Wendell Fleming, Pierre-Louis Lions |
| title_short | Stochastic Differential Systems, Stochastic Control Theory and Applications |
| title_sort | stochastic differential systems stochastic control theory and applications |
| topic | Mathematics Systems theory Mathematical optimization Distribution (Probability theory) Probability Theory and Stochastic Processes Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematik Stochastisches Differentialgleichungssystem (DE-588)4225826-1 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
| topic_facet | Mathematics Systems theory Mathematical optimization Distribution (Probability theory) Probability Theory and Stochastic Processes Systems Theory, Control Calculus of Variations and Optimal Control; Optimization Mathematik Stochastisches Differentialgleichungssystem Stochastische Kontrolltheorie Konferenzschrift 1986 Minneapolis Minn. |
| url | https://doi.org/10.1007/978-1-4613-8762-6 |
| volume_link | (DE-604)BV002813070 |
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