Nonlinear Filtering and Stochastic Control: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981 by S.K. Mitter
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Nonlinear Filtering and Stochastic Control
Nonlinear Filtering and Stochastic Control
Nonlinear Filtering and Stochastic Control Summary
Table of Contents
Lectures on stochastic control.- Stochastic non linear filtering equations and semimartingales.- Stochastic partial differential equations connected with non-linear filtering.- Lectures on nonlinear filtering and stochastic control.- Equations of non-linear filtering; and application to stochastic control with partial observation.- On approximation methods for nonlinear filtering.- On weak convergence to random processes with boundary conditions.- How to discretize stochastic differential equations.
Additional information
NLS9783540119760
9783540119760
3540119760
Nonlinear Filtering and Stochastic Control: Proceedings of the 3rd 1981 Session of the Centro Internazionale Matematico Estivo (CIME), Held at Cortona, July 1-10, 1981 by S.K. Mitter
New
Paperback
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
1982-01-01
302
N/A
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