Filtering and Control of Random Processes Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1984, 1984
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| Edition: | 1st ed. 1984 |
| 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:
- 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