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02584nmm a2200277 u 4500 |
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140122 ||| eng |
020 |
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|a 9783540388326
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100 |
1 |
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|a Korezlioglu, H.
|e [editor]
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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
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250 |
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|a 1st ed. 1984
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260 |
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|a Berlin, Heidelberg
|b Springer Berlin Heidelberg
|c 1984, 1984
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300 |
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|a V, 327 p
|b online resource
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505 |
0 |
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|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
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653 |
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|a Probability Theory and Stochastic Processes
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653 |
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|a Probabilities
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700 |
1 |
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|a Mazziotto, G.
|e [editor]
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700 |
1 |
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|a Szpirglas, J.
|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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856 |
4 |
0 |
|u https://doi.org/10.1007/BFb0006558?nosfx=y
|x Verlag
|3 Volltext
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082 |
0 |
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|a 519.2
|