81–100 von 1,083 Ergebnissen
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    Controllability of stochastic systems

    Zabczyk, J. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    An introduction to the stochastic calculus of variations

    Bismut, Jean-Michel | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Separation theorem for optimal impulse control with discontinuous observations

    Szpirglas, J. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    On one-dimensional Markov SDEs

    Ershov, M. P. / Gooßen, Kl. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    A partially observed inventory problem

    Rishel, Raymond | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Stochastic control with tracking of exogenous parameters

    Davis, M. H. A. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    On the control of jump processes

    Pragarauskas, H. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Duality theory for some stochastic control models

    Pliska, Stanley R. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Optimal controls for partially observed stochastic systems using nonstandard analysis

    Cutland, Nigel J. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Solving the Zakai equation by ito's Method

    Beneš, V. E. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Optimal control based on observations on the boundary

    Vermes, Domokos | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    On strong solutions of stohastic equations with respect to semimartingales

    Melnikov, A. V. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    A control problem in a manifold with nonsmooth boundary

    Boel, R. / Kohlmann, M. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    First passage times in stochastic models of physical systems and in filtering theory

    Schuss, Zeev | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Sur l'arret optimal de processus a deux indices reels

    Mazziotto, G. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    A class of singular stochastic control problems

    Karatzas, Ioannis | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Optimal control of partially observed diffusions via the separation principle

    Haussmann, U. G. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Dynkin games

    Alario-Nazaret, M. / Lepeltier, J. P. / Marchal, B. | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    Some problems in sequential analysis

    Friedman, Avner | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg

    On impulsive control with long run average cost criterion

    Stettner, Łukasz | Springer Verlag | 1982
    Verlag: Springer Berlin Heidelberg , Berlin, Heidelberg