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Preface | ||
Foreword | ||
W. H. Fleming's Curriculum Vitae | ||
Contributors and Addresses | ||
Pt. I | Large Deviations, Risk Sensitive and H[subscript [infinity]] Control | |
1 | Representations for Functionals of Hilbert Space Valued Diffusions | 1 |
2 | Risk-Sensitive, Minimax, and Mixed Risk-Neutral/Minimax Control of Markov Decision Processes | 21 |
3 | Partially Observed Control Problems with Multiplicative Cost | 41 |
4 | Nonlinear Semigroups for Partially Observed Risk-Sensitive Control and Minimax Games | 57 |
5 | Nonlinear, Dissipative, Infinite Dimensional Systems | 75 |
6 | Singular Limits of Bellman Equations of Ergodic Type Related to Risk-Sensitive Control | 95 |
7 | Game Approach to Risk Sensitive Control for Stochastic Evolution Systems | 115 |
8 | On the Solutions of the Equation Arising from the Singular Limit of Some Eigen Problems | 135 |
9 | Nonlinear H[superscript [infinity]] Controller Design via Viscosity Supersolutions of the Isaacs Equation | 151 |
Pt. II | Partial Differential Equations and Viscosity Solutions | |
10 | Singularities of Semiconcave Functions in Banach Spaces | 171 |
11 | Invariant Sets for Controlled Degenerate Diffusions: A Viscosity Solutions Approach | 191 |
12 | Remarks on the Dirichlet Problem for Quasilinear Elliptic and Parabolic Equations | 209 |
13 | A Generalized Hamilton-Jacobi-Bellman Equation for Deterministic Optimal Control Problems | 223 |
14 | Regular Solutions of Stochastic Burgers Equation | 237 |
15 | Piecewise-Deterministic Processes and Viscosity Solutions | 249 |
16 | Mathematical Approaches to the Problem of Noise-Induced Exit | 269 |
17 | An Approximation Scheme for Evolutive Hamilton-Jacobi Equations | 289 |
18 | Homogenization of the Cauchy Problem for Hamilton-Jacobi Equations | 305 |
19 | The Critical Exponent for a Stochastic PDE to Hit Zero | 325 |
Pt. III | Stochastic Control, Filtering and Parameter Estimation | |
20 | Robustness of Zakai's Equation via Feynman-Kac Representations | 339 |
21 | Estimation of Probability Distributions for Individual Parameters Using Aggregate Population Data | 353 |
22 | Solvable Infinite Time Horizon Stochastic Control Problems in Noncompact Symmetric Spaces | 373 |
23 | Exact Finite Dimensional Filters for Exponential Functionals of the State | 391 |
24 | A Lyapunov Theory of Nonlinear Observers | 409 |
25 | Existence of Optimal Controls for Variance Control | 421 |
26 | On Optimal Ergodic Control of Diffusions with Jumps | 439 |
27 | Markov Marginal Problems and Their Applications to Markov Optimal Control | 457 |
28 | Entropy Inequalities and Entropy Dynamics in Nonlinear Filtering of Diffusion Processes | 477 |
29 | Identification for Linear Stochastic Distributed Parameter Systems with Boundary/Point Control | 497 |
30 | Monte Carlo Estimation of Diffusion Distributions at Inter-sampling Times | 505 |
Pt. IV | Mathematical Finance and other Applications | |
31 | Option Pricing in a Market with Frictions | 521 |
32 | Pathwise Comparison of Arithmetic Brownian Motions and Log-normal Processes | 541 |
33 | Critical Power for Asymptotic Connectivity in Wireless Networks | 547 |
34 | Pricing Models with Transaction Fees | 567 |
35 | A Verification Theorem in General Equilibrium Model of Asset Prices | 585 |
36 | Optimal Portfolio Management with Partial Observations and Power Utility Function | 605 |
37 | Hierarchical Production Controls for a Stochastic Manufacturing System with Long-Run Average Cost: Asymptotic Optimality | 621 |
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Add Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming, This new, edited book focuses on various aspects of stochastic analysis, control theory, optimization and a wide range of applications. It is a book in honor of Wendell H. Fleming for his fundamental contributions and substantial achievements in the field, Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming to the inventory that you are selling on WonderClubX
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Add Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming, This new, edited book focuses on various aspects of stochastic analysis, control theory, optimization and a wide range of applications. It is a book in honor of Wendell H. Fleming for his fundamental contributions and substantial achievements in the field, Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming to your collection on WonderClub |