Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986 (The IMA Volumes in Mathematics and its Applications, Band 10) - Softcover

 
9781461387640: Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986 (The IMA Volumes in Mathematics and its Applications, Band 10)
Softcover
ISBN 10: 1461387647 ISBN 13: 9781461387640
Verlag: Springer, 2011

Inhaltsangabe

This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es­ pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit­ tee consisted of W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci­ ence. Adaptive control of Markov processes. Advanced computational methods in stochas­ tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
2011
Sprache
Englisch
ISBN 10 
1461387647
ISBN 13 
9781461387640
Einband
Taschenbuch
Anzahl der Seiten
628
Herausgeber
Fleming Wendell, Lions Pierre-Louis
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

Weitere beliebte Ausgaben desselben Titels

9780387966410: Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, held at IMA, June 9-19, 1986 (The IMA Volumes in Mathematics and its Applications)

Vorgestellte Ausgabe

ISBN 10:  0387966412 ISBN 13:  9780387966410
Verlag: Springer, 1987
Hardcover