Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming (Systems & Control: Foundations & Applications)

McEneaney, William M., Yin, G. George, Zhang, Qing

ISBN 10: 0817640789 / ISBN 13: 9780817640781

Published by Birkhäuser (edition 1999), 1998

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Bibliographic Details

• Title: Stochastic Analysis, Control, Optimization and Applications: A Volume in Honor of W.H. Fleming (Systems & Control: Foundations & Applications)
• Publisher: Birkhäuser (edition 1999)
• Publication Date: 1998
• Language: English
• ISBN 10: 0817640789
• ISBN 13: 9780817640781
• Binding: Hardcover
• Edition: 1999.
• Condition: Good

About this title

Synopsis

In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi­ ties, his service to the profession, and his dedication to mathematics, we have invited a number of leading experts in the fields of control, optimiza­ tion, and stochastic systems to contribute to this volume in his honor on the occasion of his 70th birthday. These papers focus on various aspects of stochastic analysis, control theory and optimization, and applications. They include authoritative expositions and surveys as well as research papers on recent and important issues. The papers are grouped according to the following four major themes: (1) large deviations, risk sensitive and Hoc control, (2) partial differential equations and viscosity solutions, (3) stochastic control, filtering and parameter esti­ mation, and (4) mathematical finance and other applications. We express our deep gratitude to all of the authors for their invaluable contributions, and to the referees for their careful and timely reviews. We thank Harold Kushner for having graciously agreed to undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his help, advice and suggestions during the entire preparation process, as well as for the generous support of the Center for Research in Scientific Computation. The assistance from the Birkhauser professional staff is also greatly appreciated.

Synopsis

This is a survey of developments, results, and applications in stochastic analysis, control theory, optimization and applications. It should be a valuable resource for practitioners, researchers and professionals in applied mathematics, operations research and engineering.