Stochastic Control Theory and Stochastic Differential Systems Proceedings of a Workshop of the „Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn“ which took place in January 1979 at Bad Honnef
| Other Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1979, 1979
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| Edition: | 1st ed. 1979 |
| Series: | Lecture Notes in Control and Information Sciences
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| Subjects: | |
| Online Access: | |
| Collection: | Springer Book Archives -2004 - Collection details see MPG.ReNa |
Table of Contents:
- 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
- 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
- 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
- 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