Stochastic theory and control
| Permalink: | http://skupni.nsk.hr/Record/fer.KOHA-OAI-FER:34743/TOC |
|---|---|
| Ostali autori: | Workshop on Stochastic Theory and Control (-) |
| Ostali autori: | Pasik-Duncan, Bożenna (-) |
| Vrsta građe: | Knjiga |
| Jezik: | eng |
| Impresum: |
Berlin ; New York :
Springer,
c2002.
|
| Nakladnička cjelina: |
Lecture notes in control and information sciences ;
280 |
| Predmet: | |
| Online pristup: |
Publisher description |
Sadržaj:
- Nonlinear and Stochastic Stability Problems in Gated Radar Range Trackers
- - E. H. Abed, R. E. Gover, A. J. Goldberg, S. I. Wolk
- Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains
- - G. Badowski, G. Yin, Q. Zhang
- Feedback Designs in Information-Based Control
- - J. Baillieul
- Ergodic Control Bellman Equation with Neumann Boundary Conditions
- - Alain Bensoussan, Jens Frehse
- Regime Switching and European Options
- - John Buffington, Robert J. Elliott
- Equivalence of Two Kinds of Stability for Multi-dimensional ARMA Systems
- - Xianbing Cao, Han-Fu Chen
- System Identification and Time Series Analysis: Past, Present, and Future
- - Manfred Deistler
- Max-Plus Stochastic Control
- - Wendell H. Fleming
- An Optimal Consumption-Investment Problem for Factor-Dependent Models
- - Wendell H. Fleming, Daniel Hernández-Hernández
- Adaptation of a Real-Time Seizure Detection Algorithm
- - Mark G. Frei, Shane M. Haas, Ivan Osorio
- Randomization Methods in Optimization and Adaptive Control
- - László Gerencsér, Zsuzsanna Vágó, H. Hjalmarsson
- Capacity of the Multiple-Input, Multiple-Output Poisson Channel
- - Shane M. Haas, Jeffrey H. Shapiro
- Stochastic Analysis of Jump-Diffusions for Financial Log-Return Processes
- - Floyd B. Hanson, John J. Westman
- Numerical Methods for Optimal Stopping Using Linear and Non-linear Programming
- - Kurt Helmes
- The ODE Method and Spectral Theory of Markov Operators
- - Jianyi Huang, Ioannis Kontoyiannis, Sean P. Meyn
- Sign-Regressor Adaptive Filtering Algorithms Using Averaged Iterates and Observations
- - C. Ion, G. Yin, V. Krishnamurthy
- Kalman-Type Filters Approach for Some Nonparametric Estimation Problems
- - R. Khasminskii
- Detection and Estimation in Stochastic Systems with Time-Varying Parameters
- - Tze Leung Lai
- Asymptotic Normality in Partially Observed Diffusions with Small Noise: Application to FDI
- - François LeGland, Bo Wang
- Stochastic Lagrangian Adaptive LQG Control
- - David Levanony, Peter E. Caines
- Optimal Control of Linear Backward Stochastic Differential Equations with a Quadratic Cost Criterion
- - Andrew E. B. Lim, Xun Yu Zhou
- Hilbert Spaces Induced by Toeplitz Covariance Kernels
- - Mihaela T. Matache, Valentin Matache
- Error Analysis of a Max-Plus Algorithm for a First-Order HJB Equation
- - William M. McEneaney
- Optimal Strategies for Ergodic Control Problems Arising from Portfolio Optimization
- - Hideo Nagai
- Finite Horizon Full-State Feedback kCC Control in Civil Structures Protection
- - Khanh D. Pham, Michael K. Sain, Stanley R. Liberty
- Robust Stochastic Maximum Principle: A Measured Space as Uncertainty Set
- - Alex S. Poznyak
- On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost
- - Ernst Presman, Suresh P. Sethi, Hanqin Zhang, Qing Zhang
- A Risk-Sensitive Generalization of Maximum APosterior Probability (MAP) Estimation
- - Vahid Reza Ramezani, Steven I. Marcus
- Bayesian Adaptive Control of Discrete Time Partially Observed Markov Processes
- - L. Stettner
- Portfolio Optimization in Markets Having Stochastic Rates
- - Richard H. Stockbridge
- Moment Problems Related to the Solutions of Stochastic Differential Equations
- - Jordan Stoyanov
- L -Transform, Normal Functionals, and Lévy Laplacian in Poisson Noise Analysis
- - Allanus H. Tsoi
- Probabilistic Rate Compartment Cancer Model: Alternate versus Traditional Chemotherapy Scheduling
- - John J. Westman, Bruce R. Fabijonas, Daniel L. Kern, Floyd B. Hanson
- Finite-Dimensional Filters with Nonlinear Drift. XII: Linear and Constant Structure of Wong-Matrix
- - Xi Wu, Stephen S. -T. Yau, Guo-Qing Hu
- The Stability Game
- - Kwan-Ho You, E. Bruce Lee
- 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
- Hybrid Filtering
- - Q. Zhang