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Author:   H. Korezlioglu ,  G. Mazziotto ,  J. Szpirglas
Publisher:   Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Imprint:   Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Volume:   61
Dimensions:   Width: 17.00cm , Height: 1.80cm , Length: 24.40cm
Weight:   0.581kg
ISBN:  

9783540132707

ISBN 10:   3540132708
Pages:   327
Publication Date:   01 April 1984
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Out of stock  
The supplier is temporarily out of stock of this item. It will be ordered for you on backorder and shipped when it becomes available.
Language:   eng, fre

Table of Contents

Projective Markov processes.- On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation.- Some comments on control and estimation problems for diffusions in bounded regions.- The separation principle for partially observed linear control systems: A general framework.- Approximations for discrete-time partially observable stochastic control problems.- Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem.- An extension of the prophet inequality.- Martingale representation and nonlinear filtering equation for distribution-valued processes.- Jeu de Dynkin avec cout dependant d'une strategie continue.- Optimal control of reflected diffusion processes.- On a formula relating the Shannon information to the fisher information for the filtering problem.- Optimal stopping of bi-Markov processes.- Equations du lissage non lineaire.- Approximation of nonlinear filtering problems and order of convergence.- On the weak finite stochastic realization problem.- Controle lineaire sous contrainte avec observation partielle.- Quelques remarques sur les semimartingales gaussiennes et le probleme de l'innovation.- Sur les proprietes markoviennes du processus de filtrage.- Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications.- Distributions-valued semimartingales and applications to control and filtering.

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