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:  , 

Format:  eBook 
Language:  English 
Published: 
Berlin, Heidelberg
Springer Berlin Heidelberg
1979, 1979

Edition:  1st ed. 1979 
Series:  Lecture Notes in Control and Information Sciences

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 algebrogeometric approach to estimation and stochastic control for linear pure delay time systems
 A nonlinear martingale problem
 Pathwise construction of random variables and function space integrals
 Nongaussianity and nonlinearity 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 nonlinear withlinear prediction for the transformed OrnsteinUhlenbeck process
 On the bandit problem
 White noise models in nonlinear 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 poissontype observation
 On weak closures of convex and solid sets of probability measures
 Non L1bounded martingales
 On the definition and detection of structural change
 Exact filtering in exponential families: Discrete time
 Lower estimation error bounds for GaussPoisson processes
 Sur L'Approximation D'Un Processus De Transport Par Une Diffusion
 Resolution of measurability problems in discrete — time stochastic control
 Optimal nonexplosive 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 nonanticipating solutions of stochastic equations