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Advances in filtering and optimal stochastic control. Proceedings of the IFIP-WG 7/1 Working Conference, Cocoyoc, Mexico, February 1-6, 1982

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zbMath0488.00026MaRDI QIDQ1165825

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Publication date: 1982

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)


zbMATH Keywords

ConferenceProceedingsIFIPFilteringCocoyoc/MexicoOptimal stochastic control


Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to systems and control theory (93-06) Conference proceedings and collections of articles (00Bxx)


Related Items (6)

Behavioral mean-risk portfolio selection in continuous time via quantile ⋮ The optimal portfolio selection model under \(g\)-expectation ⋮ Variational and optimal control representations of conditioned and driven processes ⋮ Nonequilibrium Markov processes conditioned on large deviations ⋮ Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals ⋮ Algebraic structures and stochastic differential equations driven by Lévy processes




This page was built for publication: Advances in filtering and optimal stochastic control. Proceedings of the IFIP-WG 7/1 Working Conference, Cocoyoc, Mexico, February 1-6, 1982

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