Table of contents

  1. Front Matter
  2. Sergio Albeverio, Michael Röckner
    Pages 14-31
  3. A. Norbert Alhussaini
    Pages 46-54
  4. T. Bielecki, B. Gołdys
    Pages 72-81
  5. Michael H. A. Davis, E. Michael Hemerly
    Pages 91-101
  6. Robert J. Elliott, Michael Kohlmann
    Pages 115-127
  7. Robert J. Elliott, Michael Kohlmann
    Pages 128-139
  8. Guillermo L. Gómez M
    Pages 150-161
  9. H. J. Kushner
    Pages 196-205

About these proceedings

Introduction

The 4th Bad Honnef Conference on Stochastic Differential Systems highlighted recent advances in the areas of stochastic control and filtering theory as well as stochastic analysis. Special emphasis was put on the use of adaptive methods in stochastic systems analysis and on the theory of random fields, both very active fields of current research. There were six survey lectures, two of them on adaptive control of linear stochastic systems (Kumar, Lai), two on problems in stochastic analysis and random fields, (Surgailis, Wong) and one on singular perturbations in nonlinear filtering (Bensoussan). In addition, 37 research papers pertaining to the main topics of the conference were presented.

Keywords

Markov Nonlinear system Normal Regelung Regression adaptive control algorithm algorithms calculus control feedback filtering model optimal control stability

Bibliographic information

  • DOI https://doi.org/10.1007/BFb0043767
  • Copyright Information Springer-Verlag 1989
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-51299-8
  • Online ISBN 978-3-540-46188-3
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • About this book