Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23-24, 1983: 61 - Brossura

Korezlioglu, H.

 
9783540132707: Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23-24, 1983: 61

Contenuti

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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9780387132709: Filtering and Control of Random Processes: Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23-24, 1983

Edizione in evidenza

ISBN 10:  0387132708 ISBN 13:  9780387132709
Brossura