Cantitate/Preț
Produs

Stochastic Systems and Optimization: Proceedings of the 6th IFIP WG 7.1. Working Conference, Warsaw, Poland, September 12–16, 1988: Lecture Notes in Control and Information Sciences, cartea 136

Editat de Jerzy Zabczyk
en Limba Engleză Paperback – 27 oct 1989
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.
Citește tot Restrânge

Din seria Lecture Notes in Control and Information Sciences

Preț: 39662 lei

Nou

Puncte Express: 595

Preț estimativ în valută:
7590 7895$ 6266£

Carte tipărită la comandă

Livrare economică 14-28 aprilie

Preluare comenzi: 021 569.72.76

Specificații

ISBN-13: 9783540516194
ISBN-10: 3540516190
Pagini: 388
Ilustrații: VI, 379 p.
Dimensiuni: 170 x 244 x 20 mm
Greutate: 0.62 kg
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Control and Information Sciences

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

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 fordrift 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.