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20140410092932.0 |
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020605s2002 gw a b 100 0 eng |
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|a 2002075481
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|a 3540437770 (pbk. : acidfree paper)
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|a DLC
|c DLC
|d HR-ZaFER
|b hrv
|e ppiak
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|a pcc
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|a QA402.37
|b .W67 2001
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|a 629.8/312
|2 21
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| 111 |
2 |
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|a Workshop on Stochastic Theory and Control
|d (2001 :
|c Lawrence, Kan.)
|
| 245 |
1 |
0 |
|a Stochastic theory and control :
|b proceedings of a workshop held in Lawrence, Kansas /
|c Bozenna Pasik-Duncan (editor).
|
| 260 |
|
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|a Berlin ;
|a New York :
|b Springer,
|c c2002.
|
| 300 |
|
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|a xviii, 564 p. :
|b ill. ;
|c 24 cm.
|
| 440 |
|
0 |
|a Lecture notes in control and information sciences ;
|v 280
|
| 504 |
|
|
|a Includes bibliographical references.
|
| 505 |
0 |
|
|a Nonlinear and Stochastic Stability Problems in Gated Radar Range Trackers ---
E. H. Abed, R. E. Gover, A. J. Goldberg, S. I. Wolk
|
| 505 |
0 |
|
|a Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains ---
G. Badowski, G. Yin, Q. Zhang
|
| 505 |
0 |
|
|a Feedback Designs in Information-Based Control ---
J. Baillieul
|
| 505 |
0 |
|
|a Ergodic Control Bellman Equation with Neumann Boundary Conditions ---
Alain Bensoussan, Jens Frehse
|
| 505 |
0 |
|
|a Regime Switching and European Options ---
John Buffington, Robert J. Elliott
|
| 505 |
0 |
|
|a Equivalence of Two Kinds of Stability for Multi-dimensional ARMA Systems ---
Xianbing Cao, Han-Fu Chen
|
| 505 |
0 |
|
|a System Identification and Time Series Analysis: Past, Present, and Future ---
Manfred Deistler
|
| 505 |
0 |
|
|a Max-Plus Stochastic Control ---
Wendell H. Fleming
|
| 505 |
0 |
|
|a An Optimal Consumption-Investment Problem for Factor-Dependent Models ---
Wendell H. Fleming, Daniel Hernández-Hernández
|
| 505 |
0 |
|
|a Adaptation of a Real-Time Seizure Detection Algorithm ---
Mark G. Frei, Shane M. Haas, Ivan Osorio
|
| 505 |
0 |
|
|a Randomization Methods in Optimization and Adaptive Control ---
László Gerencsér, Zsuzsanna Vágó, H. Hjalmarsson
|
| 505 |
0 |
|
|a Capacity of the Multiple-Input, Multiple-Output Poisson Channel ---
Shane M. Haas, Jeffrey H. Shapiro
|
| 505 |
0 |
|
|a Stochastic Analysis of Jump-Diffusions for Financial Log-Return Processes ---
Floyd B. Hanson, John J. Westman
|
| 505 |
0 |
|
|a Numerical Methods for Optimal Stopping Using Linear and Non-linear Programming ---
Kurt Helmes
|
| 505 |
0 |
|
|a The ODE Method and Spectral Theory of Markov Operators---
Jianyi Huang, Ioannis Kontoyiannis, Sean P. Meyn
|
| 505 |
0 |
|
|a Sign-Regressor Adaptive Filtering Algorithms Using Averaged Iterates and Observations ---
C. Ion, G. Yin, V. Krishnamurthy
|
| 505 |
0 |
|
|a Kalman-Type Filters Approach for Some Nonparametric Estimation Problems ---
R. Khasminskii
|
| 505 |
0 |
|
|a Detection and Estimation in Stochastic Systems with Time-Varying Parameters ---
Tze Leung Lai
|
| 505 |
0 |
|
|a Asymptotic Normality in Partially Observed Diffusions with Small Noise: Application to FDI ---
François LeGland, Bo Wang
|
| 505 |
0 |
|
|a Stochastic Lagrangian Adaptive LQG Control ---
David Levanony, Peter E. Caines
|
| 505 |
0 |
|
|a Optimal Control of Linear Backward Stochastic Differential Equations with a Quadratic Cost Criterion ---
Andrew E. B. Lim, Xun Yu Zhou
|
| 505 |
0 |
|
|a Hilbert Spaces Induced by Toeplitz Covariance Kernels ---
Mihaela T. Matache, Valentin Matache
|
| 505 |
0 |
|
|a Error Analysis of a Max-Plus Algorithm for a First-Order HJB Equation ---
William M. McEneaney
|
| 505 |
0 |
|
|a Optimal Strategies for Ergodic Control Problems Arising from Portfolio Optimization ---
Hideo Nagai
|
| 505 |
0 |
|
|a Finite Horizon Full-State Feedback kCC Control in Civil Structures Protection ---
Khanh D. Pham, Michael K. Sain, Stanley R. Liberty
|
| 505 |
0 |
|
|a Robust Stochastic Maximum Principle: A Measured Space as Uncertainty Set ---
Alex S. Poznyak
|
| 505 |
0 |
|
|a On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost ---
Ernst Presman, Suresh P. Sethi, Hanqin Zhang, Qing Zhang
|
| 505 |
0 |
|
|a A Risk-Sensitive Generalization of Maximum APosterior Probability (MAP) Estimation ---
Vahid Reza Ramezani, Steven I. Marcus
|
| 505 |
0 |
|
|a Bayesian Adaptive Control of Discrete Time Partially Observed Markov Processes ---
L. Stettner
|
| 505 |
0 |
|
|a Portfolio Optimization in Markets Having Stochastic Rates ---
Richard H. Stockbridge
|
| 505 |
0 |
|
|a Moment Problems Related to the Solutions of Stochastic Differential Equations ---
Jordan Stoyanov
|
| 505 |
0 |
|
|a L -Transform, Normal Functionals, and Lévy Laplacian in Poisson Noise Analysis ---
Allanus H. Tsoi
|
| 505 |
0 |
|
|a Probabilistic Rate Compartment Cancer Model: Alternate versus Traditional Chemotherapy Scheduling ---
John J. Westman, Bruce R. Fabijonas, Daniel L. Kern, Floyd B. Hanson
|
| 505 |
0 |
|
|a Finite-Dimensional Filters with Nonlinear Drift. XII: Linear and Constant Structure of Wong-Matrix ---
Xi Wu, Stephen S. -T. Yau, Guo-Qing Hu
|
| 505 |
0 |
|
|a The Stability Game ---
Kwan-Ho You, E. Bruce Lee
|
| 505 |
0 |
|
|a Bayes Estimation via Filtering Equation for O-U Process with Discrete Noises: Application to the Micro-Movement of Stock Prices ---
Yong Zeng, Laurie C. Scott
|
| 505 |
0 |
|
|a Hybrid Filtering ---
Q. Zhang
|
| 650 |
|
0 |
|a Stochastic control theory
|v Congresses.
|
| 700 |
1 |
|
|a Pasik-Duncan, Bożenna.
|
| 856 |
4 |
2 |
|3 Publisher description
|u http://www.loc.gov/catdir/enhancements/fy0817/2002075481-d.html
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|a 7
|b cbc
|c orignew
|d 1
|e ocip
|f 20
|g y-gencatlg
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| 942 |
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|2 udc
|c K
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|a to ASCD pv10 2002-06-05
|a jp00 2002-06-07 CIP recd
|c jp20 2002-06-11 to subj
|a aa07 2002-06-18
|a ps09 2002-08-22 bk rec'd, to CIP ver.
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|c 34743
|d 34743
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