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  • Conference proceedings
  • © 1979

Stochastic Control Theory and Stochastic Differential Systems

Proceedings of a Workshop of the „Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn“ which took place in January 1979 at Bad Honnef

Editors:

  1. M. Kohlmann
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. W. Vogel
    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 16)

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Table of contents (47 papers)

  1. Front Matter

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  3. Optimal impulsive control theory

    • Alain Bensoussan
    Pages 17-41

  4. An introduction to duality in random mechanics

    • Jean-Michel Bismut
    Pages 42-60

  6. Martingale methods in stochastic control

    • M. H. A. Davis
    Pages 85-117

  8. The martingale calculus and applications

    • Robert J. Elliott
    Pages 142-155

  14. Weak martingales associated with a two parameter jump process

    • Ata Al-Hussaini, Robert J. Elliott
    Pages 251-263

  18. Adaptive control of Markov chains

    • Vivek Borkar, Pravin Varaiya
    Pages 294-296
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Keywords

  • algorithms
  • calculus
  • control
  • filtering
  • mechanics
  • probability
  • statistics
  • time
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Bibliographic Information

  • Book Title: Stochastic Control Theory and Stochastic Differential Systems

  • Book Subtitle: Proceedings of a Workshop of the „Sonderforschungsbereich 72 der Deutschen Forschungsgemeinschaft an der Universität Bonn“ which took place in January 1979 at Bad Honnef

  • Editors: M. Kohlmann, W. Vogel

  • Series Title: Lecture Notes in Control and Information Sciences

  • DOI: https://doi.org/10.1007/BFb0009372

  • Publisher: Springer Berlin, Heidelberg

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag Berlin Heidelberg 1979

  • Softcover ISBN: 978-3-540-09480-7Published: 01 June 1979

  • eBook ISBN: 978-3-540-35211-2Published: 21 October 2005

  • Series ISSN: 0170-8643

  • Series E-ISSN: 1610-7411

  • Edition Number: 1

  • Number of Pages: XII, 617

  • Number of Illustrations: 1 b/w illustrations

  • Topics: Computer Science, general

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Access via your institution

Buy it now

Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

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