Filtering and Control of Random Processes Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983

Bibliographic Details
Other Authors: Korezlioglu, H. (Editor), Mazziotto, G. (Editor), Szpirglas, J. (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1984, 1984
Edition:1st ed. 1984
Series:Lecture Notes in Control and Information Sciences
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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100 1 |a Korezlioglu, H.  |e [editor] 
245 0 0 |a Filtering and Control of Random Processes  |h Elektronische Ressource  |b Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983  |c edited by H. Korezlioglu, G. Mazziotto, J. Szpirglas 
250 |a 1st ed. 1984 
260 |a Berlin, Heidelberg  |b Springer Berlin Heidelberg  |c 1984, 1984 
300 |a V, 327 p  |b online resource 
505 0 |a Projective Markov processes -- On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation -- Some comments on control and estimation problems for diffusions in bounded regions -- The separation principle for partially observed linear control systems: A general framework -- Approximations for discrete-time partially observable stochastic control problems -- Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem -- An extension of the prophet inequality -- Martingale representation and nonlinear filtering equation for distribution-valued processes -- Jeu de Dynkin avec cout dependant d'une strategie continue -- Optimal control of reflected diffusion processes -- On a formula relating the Shannon information to the fisher information for the filtering problem -- Optimal stopping of bi-Markov processes -- Equations du lissage non lineaire -- Approximation of nonlinear filtering problems and order of convergence -- On the weak finite stochastic realization problem -- Controle lineaire sous contrainte avec observation partielle -- Quelques remarques sur les semimartingales gaussiennes et le probleme de l'innovation -- Sur les proprietes markoviennes du processus de filtrage -- Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications -- Distributions-valued semimartingales and applications to control and filtering 
653 |a Probability Theory and Stochastic Processes 
653 |a Probabilities 
700 1 |a Mazziotto, G.  |e [editor] 
700 1 |a Szpirglas, J.  |e [editor] 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Lecture Notes in Control and Information Sciences 
856 4 0 |u https://doi.org/10.1007/BFb0006558?nosfx=y  |x Verlag  |3 Volltext 
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