Overview
- Editors:
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William M. McEneaney
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Department of Mathematics, North Carolina State University, Raleigh, USA
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G. George Yin
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Department of Mathematics, Wayne State University, Detroit, USA
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Qing Zhang
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Department of Mathematics, University of Georgia, Athens, USA
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Table of contents (37 chapters)
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Front Matter
Pages i-xxxii
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Large Deviations, Risk Sensitive and H
∞ Control
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- Amarjit Budhiraja, Paul Dupuis
Pages 1-20
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- Stefano P. Coraluppi, Steven I. Marcus
Pages 21-40
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- Daniel Hernández-Hernández
Pages 41-55
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- Maciej Kocan, Pierpaolo Soravia
Pages 75-93
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- Shuenn-Jyi Sheu, Alexander D. Wentzell
Pages 135-150
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- MingQing Xiao, Tamer Başar
Pages 151-170
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Partial Differential Equations and Viscosity Solutions
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- Paolo Albano, Piermarco Cannarsa
Pages 171-190
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- Martino Bardi, Paola Goatin
Pages 191-208
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- Guy Barles, Elisabeth Rouy, Panagiotis E. Souganidis
Pages 209-222
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- Mark H. A. Davis, Mohammad Farid
Pages 249-268
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- Maurizio Falcone, Tiziana Giorgi
Pages 289-303
About this book
In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.
Editors and Affiliations
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Department of Mathematics, North Carolina State University, Raleigh, USA
William M. McEneaney
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Department of Mathematics, Wayne State University, Detroit, USA
G. George Yin
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Department of Mathematics, University of Georgia, Athens, USA
Qing Zhang