Applied Stochastic Analysis

Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991

  • Editors
  • Ioannis Karatzas
  • Daniel Ocone
Conference proceedings

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 177)

Table of contents

  1. Front Matter
  2. François Baccelli, Panagiotis Konstantopoulos
    Pages 1-20
  3. A. Bensoussan, J. Frehse
    Pages 21-29
  4. D. S. Bridge, S. E. Shreve
    Pages 38-58
  5. Patrick Florchinger, François Le Gland
    Pages 121-133
  6. Arthur C. Heinricher, Richard H. Stockbridge
    Pages 134-143
  7. Matthew R. James, François LeGland
    Pages 159-175
  8. Jean Picard
    Pages 210-223
  9. Monique Jeanblanc-Picque, Nicole El Karoui, Ravi Viswanathan
    Pages 224-237
  10. J. P. Quadrat
    Pages 238-247
  11. S. T. Rachev, M. Taksar
    Pages 248-261
  12. Back Matter

About these proceedings


This volume contains papers presented during a four-day Workshop that took place at Rutgers University from 29 April to 2 May, 1991. The purpose of this workshop was to promote interaction among specialists in these areas byproviding for all an up-to-date picture of current issues and outstanding problems. The topics covered include singular stochasticcontrol, queuing networks, the mathematical theory of stochastic optimization and filtering, adaptive control and the estimation for random fields and its connections with simulated annealing, statistical mechanics, and combinatorial optimization.


Bildverarbeitung Mathematica Regelung Regelungstheorie adaptive control algorithms applied mathematics combinatorial optimization control filtering linear optimization optimal control optimization simulation temperature

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag 1992
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-55296-3
  • Online ISBN 978-3-540-47017-5
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site