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© 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
  • M. Kohlmann
  • W. Vogel
Conference proceedings

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

Table of contents

  1. Front Matter
  2. Alain Bensoussan
    Pages 17-41
  3. Jean-Michel Bismut
    Pages 42-60
  4. M. H. A. Davis
    Pages 85-117
  5. Robert J. Elliott
    Pages 142-155
  6. Ata Al-Hussaini, Robert J. Elliott
    Pages 251-263
  7. Vivek Borkar, Pravin Varaiya
    Pages 294-296

About these proceedings

Keywords

algorithms calculus control filtering mechanics probability statistics time

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
  • Series Abbreviated Title Lect Notes Control Inf Sci
  • DOI https://doi.org/10.1007/BFb0009372
  • Copyright Information Springer-Verlag 1979
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Softcover ISBN 978-3-540-09480-7
  • eBook ISBN 978-3-540-35211-2
  • Series ISSN 0170-8643
  • Series E-ISSN 1610-7411
  • Edition Number 1
  • Number of Pages XII, 617
  • Number of Illustrations 1 b/w illustrations, 0 illustrations in colour
  • Topics Computer Science, general
  • Buy this book on publisher's site