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Stochastic Control Theory and Stochastic Differential Systems
Edité par
Springer Berlin Heidelberg, 1979
ISBN 10 : 3540094806
ISBN 13 : 9783540094807
Neuf
Couverture souple
Vendeur : moluna, Greven, Allemagne
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Stochastic Control Theory and Stochastic Differential Systems: Proceedings of a Workshop of the Sonderforschungsbereich 72 der Deutschen . (Lecture Notes in Control and Information Sciences 16)
Edité par
Springer, 1979
ISBN 10 : 3540094806
ISBN 13 : 9783540094807
Ancien ou d'occasion
Couverture souple
Vendeur : Zubal-Books, Since 1961, Cleveland, OH, Etats-Unis
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Etat : Very Good. *Price HAS BEEN temporarily REDUCED by 10% until Monday, Sept. 15 (sale item)* 617 pp., Paperback, previous owner's name to title page, else very good. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. N° de réf. du vendeur ZB1327904
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Stochastic Control Theory and Stochastic Differential Systems : Proceedings of a Workshop of the ¿Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn¿ which took place in January 1979 at Bad Honnef
Edité par
Springer Berlin Heidelberg, 1979
ISBN 10 : 3540094806
ISBN 13 : 9783540094807
Neuf
Taschenbuch
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - White noise models in non-linear filtering and control.- Optimal impulsive control theory.- An introduction to duality in random mechanics.- Linear stochastic it¿ equations in Hilbert space.- Martingale methods in stochastic control.- A geometric approach to linear control and estimation.- The martingale calculus and applications.- Interaction between stochastic differential equations and partial differential equations.- Approximation of solutions to differential equations with random inputs by diffusion processes.- Optimal conditions and sufficient statistics for controlled jump processes.- Stochastic filtering theory: A discussion of concepts, methods, and results.- to the theory of optimal stopping.- Weak martingales associated with a two parameter jump process.- Stochastic stagewise Stackleberg strategies for linear quadratic systems.- Some remarks concerning attainable sets of stochastic optimal control systems.- Potential theory in optimal stopping and alternatinc processes.- Adaptive control of Markov chains.- Solution of the limited risk problem without rank conditions.- The parameterization of rational transferfunction linear systems.- A stochastic model for the electrical conduction in non homogeneous layers.- Policy improvement algorithm for continuous time Markov decision processes with switching costs.- An algebro-geometric approach to estimation and stochastic control for linear pure delay time systems.- A non-linear martingale problem.- Pathwise construction of random variables and function space integrals.- Non-gaussianity and non-linearity in electroencephalographic time series.- Canonical form and local characteristics of semimartingales.- On identification and the geometry of the space of linear systems.- A numerical comparison of non-linear with linear prediction for the transformed Ornstein-Uhlenbeck process.- On the bandit problem.- Existence and uniqueness for stochastic differential equations.- On the solution and the moments of linear systems with randomly disturbed parameters.- Some exact results on stability and growth of linear parameter excited stochastic systems.- A variational inequality for a partially observed stopping time problem.- Equations du filtrage non lineaire pour des processus a deux indices.- Minimum covariance, minimax and minimum energy linear estimators.- Non linear filtering for the system with general noise.- Filtering of a diffusion process with poisson-type observation.- On weak closures of convex and solid sets of probability measures.- Non L1-bounded martingales.- On the definition and detection of structural change.- Exact filtering in exponential families: Discrete time.- Lower estimation error bounds for Gauss-Poisson processes.- Sur L'Approximation D'Un Processus De Transport Par Une Diffusion.- Resolution of measurability problems in discrete ¿ time stochastic control.- Optimal non-explosive control of a non constrained diffusion and behaviour when the discount vanishes.- Sequential estimation of the solution of an integral equation in filtering theory.- Causal and non-anticipating solutions of stochastic equations. N° de réf. du vendeur 9783540094807
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Stochastic Control Theory and Stochastic Differential Systems: Proceedings of a Workshop of the ?Sonderforschungsbereich 72 der Deutschen ... in Control and Information Sciences, 16)
Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
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Stochastic Control Theory and Stochastic Differential Systems : Proceedings of a Workshop of the Sonderforschungsbereich 72 der Deutschen Forschungsg
Vendeur : Chiron Media, Wallingford, Royaume-Uni
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PF. Etat : New. N° de réf. du vendeur 6666-IUK-9783540094807
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Stochastic Control Theory and Stochastic Differential Systems
Edité par
Springer Berlin Heidelberg, Springer Berlin Heidelberg Jun 1979, 1979
ISBN 10 : 3540094806
ISBN 13 : 9783540094807
Neuf
Taschenbuch
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -White noise models in non-linear filtering and control.- Optimal impulsive control theory.- An introduction to duality in random mechanics.- Linear stochastic it¿ equations in Hilbert space.- Martingale methods in stochastic control.- A geometric approach to linear control and estimation.- The martingale calculus and applications.- Interaction between stochastic differential equations and partial differential equations.- Approximation of solutions to differential equations with random inputs by diffusion processes.- Optimal conditions and sufficient statistics for controlled jump processes.- Stochastic filtering theory: A discussion of concepts, methods, and results.- to the theory of optimal stopping.- Weak martingales associated with a two parameter jump process.- Stochastic stagewise Stackleberg strategies for linear quadratic systems.- Some remarks concerning attainable sets of stochastic optimal control systems.- Potential theory in optimal stopping and alternatinc processes.- Adaptive control of Markov chains.- Solution of the limited risk problem without rank conditions.- The parameterization of rational transferfunction linear systems.- A stochastic model for the electrical conduction in non homogeneous layers.- Policy improvement algorithm for continuous time Markov decision processes with switching costs.- An algebro-geometric approach to estimation and stochastic control for linear pure delay time systems.- A non-linear martingale problem.- Pathwise construction of random variables and function space integrals.- Non-gaussianity and non-linearity in electroencephalographic time series.- Canonical form and local characteristics of semimartingales.- On identification and the geometry of the space of linear systems.- A numerical comparison of non-linear with linear prediction for the transformed Ornstein-Uhlenbeck process.- On the bandit problem.- Existence and uniqueness for stochastic differential equations.- On the solution and the moments of linear systems with randomly disturbed parameters.- Some exact results on stability and growth of linear parameter excited stochastic systems.- A variational inequality for a partially observed stopping time problem.- Equations du filtrage non lineaire pour des processus a deux indices.- Minimum covariance, minimax and minimum energy linear estimators.- Non linear filtering for the system with general noise.- Filtering of a diffusion process with poisson-type observation.- On weak closures of convex and solid sets of probability measures.- Non L1-bounded martingales.- On the definition and detection of structural change.- Exact filtering in exponential families: Discrete time.- Lower estimation error bounds for Gauss-Poisson processes.- Sur L'Approximation D'Un Processus De Transport Par Une Diffusion.- Resolution of measurability problems in discrete ¿ time stochastic control.- Optimal non-explosive control of a non constrained diffusion and behaviour when the discount vanishes.- Sequential estimation of the solution of an integral equation in filtering theory.- Causal and non-anticipating solutions of stochastic equations.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 632 pp. Englisch. N° de réf. du vendeur 9783540094807
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Stochastic Control Theory and Stochastic Differential Systems: Proceedings of a Workshop of the ?Sonderforschungsbereich 72 der Deutschen ... in Control and Information Sciences, 16)
Vendeur : Best Price, Torrance, CA, Etats-Unis
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Stochastic Control Theory and Stochastic Differential Systems: Proceedings of a Workshop of the "Sonderforschungsbereich 72 Der Deutschen Forschungsgemeinschaft an Der Universität Bonn" Which Took Place in January
Vendeur : Revaluation Books, Exeter, Royaume-Uni
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Paperback. Etat : Brand New. bilingual edition. 632 pages. French language. 9.60x6.60x1.10 inches. In Stock. N° de réf. du vendeur x-3540094806
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Stochastic Control Theory and Stochastic Differential Systems
Edité par
Springer Berlin Heidelberg Jun 1979, 1979
ISBN 10 : 3540094806
ISBN 13 : 9783540094807
Neuf
Taschenbuch
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Évaluation du vendeur 5 sur 5 étoiles
Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -White noise models in non-linear filtering and control.- Optimal impulsive control theory.- An introduction to duality in random mechanics.- Linear stochastic it¿ equations in Hilbert space.- Martingale methods in stochastic control.- A geometric approach to linear control and estimation.- The martingale calculus and applications.- Interaction between stochastic differential equations and partial differential equations.- Approximation of solutions to differential equations with random inputs by diffusion processes.- Optimal conditions and sufficient statistics for controlled jump processes.- Stochastic filtering theory: A discussion of concepts, methods, and results.- to the theory of optimal stopping.- Weak martingales associated with a two parameter jump process.- Stochastic stagewise Stackleberg strategies for linear quadratic systems.- Some remarks concerning attainable sets of stochastic optimal control systems.- Potential theory in optimal stopping and alternatinc processes.- Adaptive control of Markov chains.- Solution of the limited risk problem without rank conditions.- The parameterization of rational transferfunction linear systems.- A stochastic model for the electrical conduction in non homogeneous layers.- Policy improvement algorithm for continuous time Markov decision processes with switching costs.- An algebro-geometric approach to estimation and stochastic control for linear pure delay time systems.- A non-linear martingale problem.- Pathwise construction of random variables and function space integrals.- Non-gaussianity and non-linearity in electroencephalographic time series.- Canonical form and local characteristics of semimartingales.- On identification and the geometry of the space of linear systems.- A numerical comparison of non-linear with linear prediction for the transformed Ornstein-Uhlenbeck process.- On the bandit problem.- Existence and uniqueness for stochastic differential equations.- On the solution and the moments of linear systems with randomly disturbed parameters.- Some exact results on stability and growth of linear parameter excited stochastic systems.- A variational inequality for a partially observed stopping time problem.- Equations du filtrage non lineaire pour des processus a deux indices.- Minimum covariance, minimax and minimum energy linear estimators.- Non linear filtering for the system with general noise.- Filtering of a diffusion process with poisson-type observation.- On weak closures of convex and solid sets of probability measures.- Non L1-bounded martingales.- On the definition and detection of structural change.- Exact filtering in exponential families: Discrete time.- Lower estimation error bounds for Gauss-Poisson processes.- Sur L'Approximation D'Un Processus De Transport Par Une Diffusion.- Resolution of measurability problems in discrete ¿ time stochastic control.- Optimal non-explosive control of a non constrained diffusion and behaviour when the discount vanishes.- Sequential estimation of the solution of an integral equation in filtering theory.- Causal and non-anticipating solutions of stochastic equations. 632 pp. Englisch, Französisch. N° de réf. du vendeur 9783540094807
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Stochastic Control Theory and Stochastic Differential Systems: Proceedings of a Workshop of the ?Sonderforschungsbereich 72 der Deutschen ... in Control and Information Sciences, 16)
Vendeur : Lucky's Textbooks, Dallas, TX, Etats-Unis
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Etat : New. N° de réf. du vendeur ABLIING23Mar3113020158520
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