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
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1984, 1984
Edition:1st ed. 1984
Series:Lecture Notes in Control and Information Sciences
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 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