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    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
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Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, Held at Ima, June 9-19, 1986

Stochastic Differential Systems, Stochastic Control Theory and Applications: Proceedings of a Workshop, Held at Ima, June 9-19, 1986

Lions, Pierre-Louis
Fleming, Wendell

Paperback

Series: IMA Volumes in Mathematics and Its Applications, Book 10

CalculusGeneral ScienceProbability & Statistics

ISBN10: 1461387647
ISBN13: 9781461387640
Publisher: Springer
Published: Nov 11 2011
Pages: 609
Weight: 1.91
Height: 1.27 Width: 6.14 Depth: 9.21
Language: English
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 W.H. Fleming and P.-L. Lions (co-chairmen), J. Baras, B. Hajek, J.M. 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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