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Systems & Control: Foundations & Applications

Stochastic Analysis, Control, Optimization and Applications

A Volume in Honor of W.H. Fleming

Editors: McEneaney, William M., Yin, George, Zhang, Qing (Eds.)

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eBook $149.00
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  • ISBN 978-1-4612-1784-8
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Hardcover $259.00
price for USA
valid through October 16, 2017
  • ISBN 978-0-8176-4078-1
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Softcover $189.00
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  • ISBN 978-1-4612-7281-6
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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.

Table of contents (37 chapters)

  • Representations for Functional of Hilbert Space Valued Diffusions

    Budhiraja, Amarjit (et al.)

    Pages 1-20

  • Risk-Sensitive, Minimax, and Mixed Risk-Neutral / Minimax Control of Markov Decision Processes

    Coraluppi, Stefano P. (et al.)

    Pages 21-40

  • Partially Observed Control Problems with Multiplicative Cost

    Hernández-Hernández, Daniel

    Pages 41-55

  • Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Games

    James, Matthew R.

    Pages 57-73

  • Nonlinear, Dissipative, Infinite Dimensional Systems

    Kocan, Maciej (et al.)

    Pages 75-93

Buy this book

eBook $149.00
price for USA (gross)
  • ISBN 978-1-4612-1784-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $259.00
price for USA
valid through October 16, 2017
  • ISBN 978-0-8176-4078-1
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $189.00
price for USA
  • ISBN 978-1-4612-7281-6
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Stochastic Analysis, Control, Optimization and Applications
Book Subtitle
A Volume in Honor of W.H. Fleming
Editors
  • William M. McEneaney
  • George Yin
  • Qing Zhang
Series Title
Systems & Control: Foundations & Applications
Copyright
1999
Publisher
Birkhäuser Basel
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-1784-8
DOI
10.1007/978-1-4612-1784-8
Hardcover ISBN
978-0-8176-4078-1
Softcover ISBN
978-1-4612-7281-6
Series ISSN
2324-9749
Edition Number
1
Number of Pages
XXXII, 637
Topics