Stochastic Theory and Control Proceedings of a Workshop held in Lawrence, Kansas /

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Pasik-Duncan, Bozenna (Επιμελητής έκδοσης, http://id.loc.gov/vocabulary/relators/edt)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2002.
• Έκδοση: 1st ed. 2002.
• Σειρά: Lecture Notes in Control and Information Sciences, 280
• Θέματα: Probabilities.; Control engineering.; Robotics.; Mechatronics.; Vibration.; Dynamical systems.; Dynamics.; Computational complexity.; System theory.; Statistical physics.; Probability Theory and Stochastic Processes.; Control, Robotics, Mechatronics.; Vibration, Dynamical Systems, Control.; Complexity.; Systems Theory, Control.; Complex Systems.

This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18-20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-...

Πίνακας περιεχομένων:

• Nonlinear and Stochastic Stability Problems in Gated Radar Range Trackers
• Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains
• Feedback Designs in Information-Based Control
• Ergodic Control Bellman Equation with Neumann Boundary Conditions
• Regime Switching and European Options
• Equivalence of Two Kinds of Stability for Multi-dimensional ARMA Systems
• System Identification and Time Series Analysis: Past, Present, and Future
• Max-Plus Stochastic Control
• An Optimal Consumption-Investment Problem for Factor-Dependent Models
• Adaptation of a Real-Time Seizure Detection Algorithm
• Randomization Methods in Optimization and Adaptive Control
• Capacity of the Multiple-Input, Multiple-Output Poisson Channel
• Stochastic Analysis of Jump-Diffusions for Financial Log-Return Processes
• Numerical Methods for Optimal Stopping Using Linear and Non-linear Programming
• The ODE Method and Spectral Theory of Markov Operators
• Sign-Regressor Adaptive Filtering Algorithms Using Averaged Iterates and Observations
• Kalman-Type Filters Approach for Some Nonparametric Estimation Problems
• Detection and Estimation in Stochastic Systems with Time-Varying Parameters
• Asymptotic Normality in Partially Observed Diffusions with Small Noise: Application to FDI
• Stochastic Lagrangian Adaptive LQG Control
• Optimal Control of Linear Backward Stochastic Differential Equations with a Quadratic Cost Criterion
• Hilbert Spaces Induced by Toeplitz Covariance Kernels
• Error Analysis of a Max-Plus Algorithm for a First-Order HJB Equation
• Optimal Strategies for Ergodic Control Problems Arising from Portfolio Optimization
• Finite Horizon Full-State Feedback kCC Control in Civil Structures Protection
• Robust Stochastic Maximum Principle: A Measured Space as Uncertainty Set
• On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost
• A Risk-Sensitive Generalization of Maximum APosterior Probability (MAP) Estimation
• Bayesian Adaptive Control of Discrete Time Partially Observed Markov Processes
• Portfolio Optimization in Markets Having Stochastic Rates
• Moment Problems Related to the Solutions of Stochastic Differential Equations
• -Transform, Normal Functionals, and Lévy Laplacian in Poisson Noise Analysis
• Probabilistic Rate Compartment Cancer Model: Alternate versus Traditional Chemotherapy Scheduling
• Finite-Dimensional Filters with Nonlinear Drift. XII: Linear and Constant Structure of Wong-Matrix
• The Stability Game
• Bayes Estimation via Filtering Equation for O-U Process with Discrete Noises: Application to the Micro-Movement of Stock Prices
• Hybrid Filtering.