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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

  • Conference proceedings
  • © 1979

Overview

Editors:
  1. M. Kohlmann
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  2. W. Vogel
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Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 16)

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Table of contents (47 papers)

  1. Front Matter

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  2. White noise models in non-linear filtering and control

    • A. V. Balakrishnan
    Pages 1-16

  3. Optimal impulsive control theory

    • Alain Bensoussan
    Pages 17-41

  4. An introduction to duality in random mechanics

    • Jean-Michel Bismut
    Pages 42-60

  5. Linear stochastic itô equations in Hilbert space

    • Ruth F. Curtain
    Pages 61-84

  6. Martingale methods in stochastic control

    • M. H. A. Davis
    Pages 85-117

  7. A geometric approach to linear control and estimation

    • T. E. Duncan
    Pages 118-141

  8. The martingale calculus and applications

    • Robert J. Elliott
    Pages 142-155

  9. Interaction between stochastic differential equations and partial differential equations

    • Avner Friedman
    Pages 156-171

  10. Approximation of solutions to differential equations with random inputs by diffusion processes

    • Harold J. Kushner
    Pages 172-193

  11. Optimal conditions and sufficient statistics for controlled jump processes

    • Raymond Rishel
    Pages 194-208

  12. Stochastic filtering theory: A discussion of concepts, methods, and results

    • J. H. van Schuppen
    Pages 209-226

  13. Introduction to the theory of optimal stopping

    • J. Zabczyk
    Pages 227-250

  14. Weak martingales associated with a two parameter jump process

    • Ata Al-Hussaini, Robert J. Elliott
    Pages 251-263

  15. Stochastic stagewise Stackleberg strategies for linear quadratic systems

    • Tamer Basar
    Pages 264-276

  16. Some remarks concerning attainable sets of stochastic optimal control systems

    • E. O. Bertsch
    Pages 277-284

  17. Potential theory in optimal stopping and alternatinc processes

    • Jean-Michel Bismut
    Pages 285-293

  18. Adaptive control of Markov chains

    • Vivek Borkar, Pravin Varaiya
    Pages 294-296

  19. Solution of the limited risk problem without rank conditions

    • N. Christopeit
    Pages 297-302

  20. The parameterization of rational transferfunction linear systems

    • M. Deistler
    Pages 303-310
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Keywords

Bibliographic Information

  • Book Title: Stochastic Control Theory and Stochastic Differential Systems

  • Book Subtitle: Proceedings of a Workshop of the „Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn“ which took place in January 1979 at Bad Honnef

  • Editors: M. Kohlmann, W. Vogel

  • Series Title: Lecture Notes in Control and Information Sciences

  • DOI: https://doi.org/10.1007/BFb0009372

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1979

  • Softcover ISBN: 978-3-540-09480-7Published: 01 June 1979

  • eBook ISBN: 978-3-540-35211-2Published: 21 October 2005

  • Series ISSN: 0170-8643

  • Series E-ISSN: 1610-7411

  • Edition Number: 1

  • Number of Pages: XII, 617

  • Number of Illustrations: 1 b/w illustrations

  • Topics: Computer Science, general

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