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Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, Held at IMA, June 9-19, 1986 by Springer-Verlag New York Inc. (Paperback, 2011)
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About this product
- PublisherSpringer-Verlag New York Inc.
- Date of Publication11/11/2011
- GenreLibrary & Information Science
- Series TitleThe IMA Volumes in Mathematics and its Applications
- Series Part/Volume Number10
- Place of PublicationNew York, NY
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Notebiography
- Weight936 g
- Width156 mm
- Height234 mm
- Spine32 mm
- Edited byPierre-Louis Lions,Wendell H. Fleming
- Format DetailsTrade paperback (US)
- Edition StatementSoftcover reprint of the original 1st ed. 1988
- Table Of ContentsOptimality of full bang to reduce predicted miss for some partially observed stochastic control problems.- On some approximation techniques in non-linear filtering.- Applications of Homogenization Theory to the control of flexible structures.- Control of Markov chains with long-run average cost criterion.- Automatic study in stochastic control.- Some results on Kolmogoroff equations for infinite dimensional stochastic systems.- Hamilton-Jacobi equations with constraints.- An approximate minimum principle for a partially observed Markov chain.- Generalized solutions in the optimal control of diffusions.- Consistency of maximum likelihood and pseudo-likelihood estimators for Gibbs Distributions.- Brownian models of queueing networks with heterogeneous customer populations.- Non-linear filtering - the degenerate case.- The asymptotic behaviour of the maximum likelihood estimates for a class of diffusion processes.- The filtering problem for infinite dimensional stochastic processes.- Stochastic control under finite-fuel constraints.- Recent advances in the theory of stochastic adaptive control.- Almost optimal controls for wideband noise driven systems.- Asymptotic solutions of bandit problems.- Viscosity solutions of second-order equations, stochastic control and stochastic differential games.- On the memory length of the optimal nonlinear filter.- Implementation issues for Markov decision processes.- Navigating and stopping multi-parameter bandit processes.- Bounded variation control of a damped linear oscillator under random disturbances.- The support of the law of a filter in C? topology.- Existence of densities for statistics in the cubic sensor problem.- Piecewise linear filtering.- Quick simulation of excessive backlogs in networks of queues.- On some perturbation problems in optimal stopping and impulse control.- Optimal control of jump-markov processes and viscosity solutions.- An introduction to singular stochastic control.- Scheduling, routing, and flow control in stochastic networks.- Product expansions of exponential Lie Series and the discretization of stochastic differential equations.- A survey of large time asymptotics of simulated annealing algorithms.- Stochastic scheduling on parallel processors and minimization of concave functions of completion times.
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