Description: Stochastic Differential Systems, Stochastic Control Theory and Applications, Paperback by Fleming, Wendell (EDT); Lions, Pierre-Louis (EDT), ISBN 1461387647, ISBN-13 9781461387640, Like New Used, Free shipping in the US This IMA Volume in Mathematics and its Applications STOCHASTIC DIFFERENTIAL SYSTEMS, STOCHASTIC CONTROL THEORY AND APPLICATIONS is the proceedings of a workshop which was an integral part of the 1986-87 IMA program on STOCHASTIC DIFFERENTIAL EQUATIONS AND THEIR APPLICATIONS. We are grateful to the Scientific Committee: Daniel Stroock (Chairman) WendeIl Flerning Theodore Harris Pierre-Louis Lions Steven Orey George Papanicolaou for planning and implementing an exciting and stimulating year-long program. We es pecially thank WendeIl Fleming and Pierre-Louis Lions for organizing an interesting and productive workshop in an area in which mathematics is beginning to make significant contributions to real-world problems. George R. Seil Hans Weinberger PREFACE This volume is the Proceedings of a Workshop on Stochastic Differential Systems, Stochastic Control Theory, and Applications held at IMA June 9-19,1986. The Workshop Program Commit tee consisted of . Fleming and . Lions (co-chairmen), J. Baras, B. Hajek, . Harrison, and H. Sussmann. The Workshop emphasized topics in the following four areas. (1) Mathematical theory of stochastic differential systems, stochastic control and nonlinear filtering for Markov diffusion processes. Connections with partial differential equations. (2) Applications of stochastic differential system theory, in engineering and management sci ence. Adaptive control of Markov processes. Advanced computational methods in stochas tic control and nonlinear filtering. (3) Stochastic scheduling, queueing networks, and related topics. Flow control, multiarm bandit problems, applications to problems of computer networks and scheduling of complex manufacturing operations.
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Book Title: Stochastic Differential Systems, Stochastic Control Theory and Ap
Number of Pages: Xiii, 609 Pages
Publication Name: Stochastic Differential Systems, Stochastic Control Theory and Applications : Proceedings of a Workshop, Held at IMA, June 9-19 1986
Language: English
Publisher: Springer New York
Subject: Differential Equations / General, Probability & Statistics / Stochastic Processes, Mechanics / Dynamics, Probability & Statistics / General, System Theory, Optimization
Item Height: 0.5 in
Publication Year: 2011
Type: Textbook
Item Weight: 33.1 Oz
Item Length: 9.3 in
Author: Pierre-Louis Lions
Subject Area: Mathematics, Science
Item Width: 6.1 in
Series: The Ima Volumes in Mathematics and Its Applications Ser.
Format: Trade Paperback
