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  • Conference proceedings
  • © 1979

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

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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

  2. Optimal impulsive control theory

    • Alain Bensoussan
    Pages 17-41
  3. An introduction to duality in random mechanics

    • Jean-Michel Bismut
    Pages 42-60
  4. Martingale methods in stochastic control

    • M. H. A. Davis
    Pages 85-117
  5. The martingale calculus and applications

    • Robert J. Elliott
    Pages 142-155
  6. Weak martingales associated with a two parameter jump process

    • Ata Al-Hussaini, Robert J. Elliott
    Pages 251-263
  7. Adaptive control of Markov chains

    • Vivek Borkar, Pravin Varaiya
    Pages 294-296

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

Buy it now

Buying options

Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access