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Applied stochastic analysis. Proceedings of the US-French workshop, Rutgers Univ., New Brunswick, NJ, USA, April 29 -- May 2, 1991 - MaRDI portal

Applied stochastic analysis. Proceedings of the US-French workshop, Rutgers Univ., New Brunswick, NJ, USA, April 29 -- May 2, 1991 (Q1978049)

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scientific article; zbMATH DE number 1456946
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English
Applied stochastic analysis. Proceedings of the US-French workshop, Rutgers Univ., New Brunswick, NJ, USA, April 29 -- May 2, 1991
scientific article; zbMATH DE number 1456946

    Statements

    Applied stochastic analysis. Proceedings of the US-French workshop, Rutgers Univ., New Brunswick, NJ, USA, April 29 -- May 2, 1991 (English)
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    7 June 2000
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    New Brunswick, NJ (USA)
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    Workshop
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    Proceedings
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    Applied stochastic analysis
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    ergodic control
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    filtering
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    numerical methods
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    stochastic singular control
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    stochastic approximation
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    simulated annealing
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    martingale representation
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