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Stochastic optimization. Proceedings of the international conference, Kiev 1984 : International conference on stochastic optimization 1984 by R. J. Chitashvili (auth.), Dr. Vadim I. Arkin, A. Shiraev, Prof. R. Wets (eds.) is a nonfiction available to read on EtoBox.
What is Stochastic optimization. Proceedings of the international conference, Kiev 1984 : International conference on stochastic optimization 1984 about?
A martingale approach to partially observable controlled stochastic systems....Pages 1-16 On the limiting distribution of extremum points for certain stochastic optimization models....Pages 17-21 The structure of persistently nearly-optimal strategies in stochastic dynamic programming problems....Pages 22-31 On the derivation of a filtering equation for a non-observable semimartingale....Pages 32-36 On the representation of functionals of a wiener sheet by stochastic integrals....Pages 37-49 The maximum principle for optimal control of diffusions with partial information....Pages 50-58 Explicit solution of a consumption/investment problem....Pages 59-69 On the asymptotic behavior of some optimal estimates of parameters of nonlinear regression functions....Pages 70-78 On the ɛ-optimal control of a stochastic integral equation with an unknown parameter....Pages 79-87 Some properties of value functions for controlled diffusion processes....Pages 88-95 Stochastic control with state constraints and non-linear elliptic equations with infinite boundary conditions....Pages 96-106 On the weak convergence of controlled semi-martingales....Pages 107-117 Estimation of parameters and control of
Who reads Stochastic optimization. Proceedings of the international conference, Kiev 1984 : International conference on stochastic optimization 1984?
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Common subject areas: history, science, philosophy, social sciences.
- Author
- R. J. Chitashvili (auth.), Dr. Vadim I. Arkin, A. Shiraev, Prof. R. Wets (eds.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Published
- 1986
- Language
- EN
- ISBN
- 9783540166597
- Category
- nonfiction
- Subjects
- Engineering, Stem
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