Advances in Filtering and Optimal Stochastic Control

Lingua: inglese

Editore: Springer, Springer Apr 2014, 2014

3662135310 / 9783662135310

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This item is printed on demand - Print on Demand Titel. Neuware -Existence, uniqueness and tail behavior of solutions to Zakai equations with unbounded coefficients.- Optimal stopping under partial observations.- Optimal control of partially observed diffusions.- Accurate evaluation of conditional densities in nonlinear filtering.- An efficient approximation scheme for a class of stochastic differential equations.- Stochastic control with noisy observations.- Applications of duality to measure-valued diffusion processes.- Optimal stopping of controlled Markov processes.- Two parameter filtering equations for jump process semimartingales.- Space-time mixing in a branching model.- Logarithmic transformations and stochastic control.- Generalized Gaussian random solutions of certain evolution equations.- Extremal controls for completely observable diffusions.- Lévy's stochastic area formula in higher dimensions.- Asymptotic nonlinear filtering and large deviations.- Representation and approximation of counting processes.- Approximate invariant measures for the asymptotic distributions of differential equations with wide band noise inputs.- Optimal stochastic control of diffusion type processes and Hamilton-Jacobi-Bellman equations.- On reducing the dimension of control problems by diffusion approximation.- Lie algebraic and approximation methods for some nonlinear filtering problems.- Optimal stopping for two-parameter processes.- Stochastic control problem for reflected diffusions in a convex bounded domain.- Nonlinear filtering of diffusion processes a guided tour.- Note on uniqueness of semigroup associated with Bellman operator.- PDE with random coefficients: Asymptotic expansion for the moments.- A discrete time stochastic decision model.- On the approximation of controlled jump diffusion processes.- On optimal stochastic controlproblem of large systems.- Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes.- On normal approximation in Banach spaces.- A class of problems in the optimal control of diffusions with finitely many controls.- A resumé of some of the applications of Malliavin's calculus.- Large deviations.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 404 pp. Englisch.…

Codice articolo 9783662135310

Titolo
Advances in Filtering and Optimal Stochastic Control
Autore
W. H. Fleming
Editore
Springer, Springer Apr 2014
Anno di pubblicazione
2014
Condizione
Neu
Rilegatura
Taschenbuch
Lingua
inglese
ISBN 10
3662135310
ISBN 13
9783662135310
Peso dell'articolo
695 grammi
Dimensioni
244x170x22 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germania

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Venditore AbeBooks dal 23 gennaio 2017

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