The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications
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Published By Springer New York

9781461387640, 9781461387626

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Automatic Study in Stochastic Control

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_5 ◽

1988 ◽

pp. 79-86 ◽

Cited By ~ 2

Author(s):

J. P. Chancelier ◽

C. Gomez ◽

J. P. Quadrat ◽

A. Sulem

Keyword(s):

Stochastic Control

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Optimal Control of Jump-Markov Processes and Viscosity Solutions

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_29 ◽

1988 ◽

pp. 501-511 ◽

Cited By ~ 27

Author(s):

Halil Mete Soner

Keyword(s):

Optimal Control ◽

Markov Processes ◽

Viscosity Solutions ◽

Jump Markov Processes

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Navigating and Stopping Multi-Parameter Bandit Processes

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_22 ◽

1988 ◽

pp. 339-372 ◽

Cited By ~ 3

Author(s):

Avi Mandelbaum

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A Survey of Large Time Asymptotics of Simulated Annealing Algorithms

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_33 ◽

1988 ◽

pp. 583-599 ◽

Cited By ~ 3

Author(s):

John N. Tsitsiklis

Keyword(s):

Simulated Annealing ◽

Large Time ◽

Large Time Asymptotics ◽

Time Asymptotics ◽

Annealing Algorithms

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On Some Approximation Techniques in Non Linear Filtering

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_2 ◽

1988 ◽

pp. 17-31 ◽

Cited By ~ 10

Author(s):

A. Bensoussan

Keyword(s):

Linear Filtering ◽

Approximation Techniques ◽

Non Linear

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Scheduling, Routing, and Flow Control in Stochastic Networks

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_31 ◽

1988 ◽

pp. 529-561 ◽

Cited By ~ 21

Author(s):

Shaler Stidham

Keyword(s):

Flow Control ◽

Stochastic Networks

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Product Expansions of Exponential Lie Series and the Discretization of Stochastic Differential Equations

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_32 ◽

1988 ◽

pp. 563-582 ◽

Cited By ~ 9

Author(s):

H. J. Sussmann

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations ◽

Lie Series

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On Some Perturbation Problems in Optimal Stopping and Impulse Control

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_28 ◽

1988 ◽

pp. 473-500 ◽

Cited By ~ 1

Author(s):

Maurice Robin

Keyword(s):

Optimal Stopping ◽

Impulse Control ◽

Perturbation Problems

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Existence of Densities for Statistics in the Cubic Sensor Problem

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_25 ◽

1988 ◽

pp. 409-428

Author(s):

Daniel Ocone

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The Support of the Law of a Filter in C ∞ Topology

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications ◽

10.1007/978-1-4613-8762-6_24 ◽

1988 ◽

pp. 395-407 ◽

Cited By ~ 3

Author(s):

M. Chaleyat-Maurel ◽

D. Michel

Keyword(s):

The Law

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The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and ApplicationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer New York

Automatic Study in Stochastic Control

Optimal Control of Jump-Markov Processes and Viscosity Solutions

Navigating and Stopping Multi-Parameter Bandit Processes

A Survey of Large Time Asymptotics of Simulated Annealing Algorithms

On Some Approximation Techniques in Non Linear Filtering

Scheduling, Routing, and Flow Control in Stochastic Networks

Product Expansions of Exponential Lie Series and the Discretization of Stochastic Differential Equations

On Some Perturbation Problems in Optimal Stopping and Impulse Control

Existence of Densities for Statistics in the Cubic Sensor Problem

The Support of the Law of a Filter in C ∞ Topology

The IMA Volumes in Mathematics and Its Applications - Stochastic Differential Systems, Stochastic Control Theory and Applications
Latest Publications