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140122 ||| eng |
| 020 |
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|a 9783540352112
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| 100 |
1 |
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|a Kohlmann, M.
|e [editor]
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| 245 |
0 |
0 |
|a Stochastic Control Theory and Stochastic Differential Systems
|h Elektronische Ressource
|b Proceedings of a Workshop of the „Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn“ which took place in January 1979 at Bad Honnef
|c edited by M. Kohlmann, W. Vogel
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| 250 |
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|a 1st ed. 1979
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| 260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1979, 1979
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| 300 |
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|a XII, 617 p. 1 illus
|b online resource
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| 505 |
0 |
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|a Potential theory in optimal stopping and alternatinc processes -- Adaptive control of Markov chains -- Solution of the limited risk problem without rank conditions -- The parameterization of rational transferfunction linear systems -- A stochastic model for the electrical conduction in non homogeneous layers -- Policy improvement algorithm for continuous time Markov decision processes with switching costs -- An algebro-geometric approach to estimation and stochastic control for linear pure delay time systems -- A non-linear martingale problem -- Pathwise construction of random variables and function space integrals -- Non-gaussianity and non-linearity in electroencephalographic time series -- Canonical form and local characteristics of semimartingales -- On identification and the geometry of the space of linear systems -- A numerical comparison of non-linear withlinear prediction for the transformed Ornstein-Uhlenbeck process -- On the bandit problem --
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| 505 |
0 |
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|a White noise models in non-linear filtering and control -- Optimal impulsive control theory -- An introduction to duality in random mechanics -- Linear stochastic itô equations in Hilbert space -- Martingale methods in stochastic control -- A geometric approach to linear control and estimation -- The martingale calculus and applications -- Interaction between stochastic differential equations and partial differential equations -- Approximation of solutions to differential equations with random inputs by diffusion processes -- Optimal conditions and sufficient statistics for controlled jump processes -- Stochastic filtering theory: A discussion of concepts, methods, and results -- to the theory of optimal stopping -- Weak martingales associated with a two parameter jump process -- Stochastic stagewise Stackleberg strategies for linear quadratic systems -- Some remarks concerning attainable sets of stochastic optimal control systems --
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| 505 |
0 |
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|a Existence and uniqueness for stochastic differential equations -- On the solution and the moments of linear systems with randomly disturbed parameters -- Some exact results on stability and growth of linear parameter excited stochastic systems -- A variational inequality for a partially observed stopping time problem -- Equations du filtrage non lineaire pour des processus a deux indices -- Minimum covariance, minimax and minimum energy linear estimators -- Non linear filtering for the system with general noise -- Filtering of a diffusion process with poisson-type observation -- On weak closures of convex and solid sets of probability measures -- Non L1-bounded martingales -- On the definition and detection of structural change -- Exact filtering in exponential families: Discrete time -- Lower estimation error bounds for Gauss-Poisson processes -- Sur L'Approximation D'Un Processus De Transport Par Une Diffusion --
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| 505 |
0 |
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|a Resolution of measurability problems in discrete — time stochastic control -- Optimal non-explosive control of a non constrained diffusion and behaviour when the discount vanishes -- Sequential estimation of the solution of an integral equation in filtering theory -- Causal and non-anticipating solutions of stochastic equations
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| 653 |
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|a Computer science
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| 653 |
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|a Computer Science
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| 700 |
1 |
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|a Vogel, W.
|e [editor]
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| 041 |
0 |
7 |
|a eng
|2 ISO 639-2
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| 989 |
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|b SBA
|a Springer Book Archives -2004
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| 490 |
0 |
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|a Lecture Notes in Control and Information Sciences
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| 028 |
5 |
0 |
|a 10.1007/BFb0009372
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| 856 |
4 |
0 |
|u https://doi.org/10.1007/BFb0009372?nosfx=y
|x Verlag
|3 Volltext
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| 082 |
0 |
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|a 004
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