Stochastic Differential Systems, Stochastic Control Theory and Applications : Proceedings of a Workshop, held at IMA, June 9-19, 1986 / edited by Wendell Fleming, Pierre-Louis Lions
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| Titolo: |
Stochastic Differential Systems, Stochastic Control Theory and Applications : Proceedings of a Workshop, held at IMA, June 9-19, 1986 / edited by Wendell Fleming, Pierre-Louis Lions
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| Pubblicazione: | New York, : Springer-Verlag, 1988 |
| Descrizione fisica: | xiii, 609 p. : ill. ; 24 cm |
| Soggetto topico: | 60Hxx - Stochastic analysis [MSC 2020] |
| 93Exx - Stochastic systems and control [MSC 2020] | |
| 60-XX - Probability theory and stochastic processes [MSC 2020] | |
| 00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020] | |
| 93-XX - Systems theory; control [MSC 2020] | |
| Soggetto non controllato: | Algorithms |
| Diffusion Processes | |
| Filtering problems | |
| Markov Chains | |
| Markov Processes | |
| Markov decision processes | |
| Modeling | |
| Parameter | |
| Statistics | |
| Stochastic Systems | |
| Stochastic differential equations | |
| Stochastic processes | |
| optimal controls | |
| stochastic networks | |
| Persona (resp. second.): | Fleming, Wendell H. |
| Lions, Pierre L. | |
| Titolo autorizzato: | Stochastic Differential Systems, Stochastic Control Theory and Applications |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN0269117 |
| Lo trovi qui: | Univ. Vanvitelli |
| Opac: | Controlla la disponibilità qui |
Serie:
The IMA volumes in mathematics and its applications New York [etc.] . -Springer ; 10