Stochastic Systems and Optimization: Proceedings of the 6th IFIP WG 7.1. Working Conference, Warsaw, Poland, September 12-16, 1988: 136 - Brossura

Zabczyk, Jerzy

 
9783540516194: Stochastic Systems and Optimization: Proceedings of the 6th IFIP WG 7.1. Working Conference, Warsaw, Poland, September 12-16, 1988: 136
Brossura
ISBN 10: 3540516190 ISBN 13: 9783540516194
Casa editrice: Springer, 2013

Sinossi

The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stochastic control, asymptotic methods and periodic systems.

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Contenuti

Some results about two-mode stochastic compartmental models.- Anticipating linear stochastic differential equations.- Nonlinear filtering for signal correlated with the noise.- Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them.- Tracking almost periodic signals under white noise perturbations.- Variational calculus for Gaussian random fields.- Local uniqueness of Feller processes with integrodifferential generators.- On general ARMA models and regularity conditions.- On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations.- Modelling of random fatigue accumulation.- Functionals on stochastic processes.- Asymptotic almost periodic solutions for stochastic differential equations.- Stochastic integral with respect to a generalized wiener process in a conuclear space.- Periodic linear equations with general additive noise in hilbert spaces.- Low and high density reaction-diffusion models.- Equations for the characteristic functional and moments of the complex stochastic evolutions — motivation and results.- On a class of semilinear stochastic partial differential equations.- Strong Feller property for semilinear stochastic evolution equations and applications.- On the macroscopic nonequilibrium dynamics of an exclusion process.- On large deviations for stochastic evolution equations.- Approximation of Zakai equation by the splitting up method.- An ergodic control problem on whole Euclidean space.- On limit control principle for singularly perturbed Markov processes.- Some solvable stochastic control problems in symmetric spaces of type IV.- Impulsive control of piecewise-deterministic processes.- Synthesis of optimal controls.- Consistent ML estimator for drift parameters of both ergodic and nonergodic diffusions.- On adaptive control of continuous time linear stochastic systems.- A minimax control of linear systems.- On a packing problem.- Qu adratic control for linear stochastic equations with pathwise cost.

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Editore
Springer
Data di pubblicazione
2013
Lingua
Inglese
ISBN 10 
3540516190
ISBN 13 
9783540516194
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
388
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

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Hamburg
Germania

Altre edizioni note dello stesso titolo

9780387516196: Stochastic Systems and Optimization

Edizione in evidenza

ISBN 10:  0387516190 ISBN 13:  9780387516196
Casa editrice: Springer Verlag, 1991
Brossura