Stochastic Optimization Proceedings of the International Conference, Kiev, 1984
| Other Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg
Springer Berlin Heidelberg
1986, 1986
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| Edition: | 1st ed. 1986 |
| 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:
- Stochastic programming methods: Convergence and non-asymptotic estimation of the convergence rate
- Solution of a stochastic programming problem concerning the distribution of water resources
- Limit theorems for processes generated by stochastic optimization algorithms
- On the structure of optimality criteria in stochastic optimization models
- Strong laws for a class of path-dependent stochastic processes with applications
- The generalized extremum in the class of discontinuous functions and finitely additive integration
- Convex multivalued mappings and stochastic models of the dynamics of economic systems
- Stability in stochastic programming — Probabilistic constraints
- Duality in improper mathematical programming problems under uncertainty
- Equilibrium states of monotonic operators and equilibrium trajectories in stochastic economic models
- Finite horizon approximates of infinite horizon stochastic programs
- Simultaneous estimation of states and parameters in control systems with incomplete data
- Approximate solutions of differential games using mixed strategies
- On the solution sets for uncertain systems with phase constraints
- Existence of a value for a general zero-sum mixt game
- Positional modeling of stochastic control in dynamical systems
- Use of the h-convex set method in differential games
- A linear differential pursuit game
- Methods of constructing guaranteed estimates of parameters of linear systems and their statistical properties
- Stochastic and deterministic control: Differential inequalities
- The search for singular extremals
- On the smoothness of the bellman function in optimal control problems with incomplete data
- A stochastic lake eutrophication management model
- A dynamic model of market behavior
- Recursive stochastic gradient procedures in the presence of dependent noise
- Random search as a method for optimization and adaptation
- Linear-quadratic programming problems with stochastic penalties: The finite generation algorithm
- Convergence of stochastic infima: Equi-semicontinuity
- Growth rates and optimal paths in stochastic models of expanding economies
- Extremum problems depending on a random parameter
- Adaptive control of parameters in gradient algorithms for stochastic optimization
- Stochastic models and methods of optimal planning
- Differential inclusions and controlled systems: Properties of solutions
- Guaranteed estimation of reachable sets for controlled systems
- Methods of group pursuit
- An averaging principle for optimal control problems with singular perturbations
- On a certain class of inverse problems in control system dynamics
- On the weak convergence of controlled semi-martingales
- Estimation of parameters and control of systems with unknown parameters
- On recursive approximations with error bounds in nonlinear filtering
- On approximations to discrete-time stochastic control problems
- On lexicographical optimality criteria in controlled markov chains
- Canonical correlations, hankel operatiors and markovian representations of multivariate stationary Gaussian processes
- The maximum principle in stochastic problems with non-fixed random control time
- Optimal control of stochastic integral equations
- Some direct methods for computing optimal estimators for forecasting and filtering problems involving stochastic processes
- On functional equations of discrete dynamic programming
- Risk-sensitive and Hamiltonian formulations in optimal control
- Martingales insurvival analysis
- Markov decision processes with both continuous and impulsive control
- Stochastic optimization techniques for finding optimal submeasures
- Strong consistency theorems related to stochastic quasi-Newton methods
- Stochastic gradient methods for optimizing electrical transportation networks
- On the functional dependence between the available information and the chosen optimality principle
- Uncertainty in stochastic programming
- Stochastic programming models for safety stock allocation
- Direct averaging and perturbed test function methods for weak convergence
- On the approximation of stochastic convex programming problems
- Extremal problems with probability measures, functionally closed preorders and strong stochastic dominance
- Expected value versus probability of ruin strategies
- Controlled random search procedures forglobal optimization
- On Bayesian methods in nondifferential and stochastic programming
- On stochastic programming in hilbert space
- Reduction of risk using a differentiated approach
- A martingale approach to partially observable controlled stochastic systems
- On the limiting distribution of extremum points for certain stochastic optimization models
- The structure of persistently nearly-optimal strategies in stochastic dynamic programming problems
- On the derivation of a filtering equation for a non-observable semimartingale
- On the representation of functionals of a wiener sheet by stochastic integrals
- The maximum principle for optimal control of diffusions with partial information
- Explicit solution of a consumption/investment problem
- On the asymptotic behavior of some optimal estimates of parameters of nonlinear regression functions
- On the ?-optimal control of a stochastic integral equation with an unknown parameter
- Some properties of value functions for controlled diffusion processes
- Stochastic control with state constraints and non-linear elliptic equations with infinite boundary conditions