Stochastic Systems and Optimization Proceedings of the 6th IFIP WG 7.1. Working Conference, Warsaw, Poland, September 12–16, 1988 / edited by Jerzy Zabczyk.

The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stocha...

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Bibliographic Details
Corporate Author:	SpringerLink (Online service)
Other Authors:	Zabczyk, Jerzy (Editor)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1989.
Edition:	1st ed. 1989.
Series:	Lecture Notes in Control and Information Sciences, 136 Springer eBook Collection.
Subjects:	Control engineering. Robotics. Mechatronics. System theory. Calculus of variations. Applied mathematics. Engineering mathematics. Engineering. Electronic resources (E-books)
Online Access:	Click to view e-book
Holy Cross Note:	Loaded electronically. Electronic access restricted to members of the Holy Cross Community.

Table of Contents:

Some results about two-mode stochastic compartmental models
Anticipating linear stochastic differential equations
Nonlinear filtering for signal correlated with the noise
Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them
Tracking almost periodic signals under white noise perturbations
Variational calculus for Gaussian random fields
Local uniqueness of Feller processes with integrodifferential generators
On general ARMA models and regularity conditions
On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations
Modelling of random fatigue accumulation
Functionals on stochastic processes
Asymptotic almost periodic solutions for stochastic differential equations
Stochastic integral with respect to a generalized wiener process in a conuclear space
Periodic linear equations with general additive noise in hilbert spaces
Low and high density reaction-diffusion models
Equations for the characteristic functional and moments of the complex stochastic evolutions — motivation and results
On a class of semilinear stochastic partial differential equations
Strong Feller property for semilinear stochastic evolution equations and applications
On the macroscopic nonequilibrium dynamics of an exclusion process
On large deviations for stochastic evolution equations
Approximation of Zakai equation by the splitting up method
An ergodic control problem on whole Euclidean space
On limit control principle for singularly perturbed Markov processes
Some solvable stochastic control problems in symmetric spaces of type IV
Impulsive control of piecewise-deterministic processes
Synthesis of optimal controls
Consistent ML estimator for drift parameters of both ergodic and nonergodic diffusions
On adaptive control of continuous time linear stochastic systems
A minimax control of linear systems
On a packing problem
Qu adratic control for linear stochastic equations with pathwise cost.

Stochastic Systems and Optimization Proceedings of the 6th IFIP WG 7.1. Working Conference, Warsaw, Poland, September 12–16, 1988 / edited by Jerzy Zabczyk.

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