Stochastic theory and control. Proceedings of the workshop, Lawrence, KS, USA, October 18--20, 2001 (Q1856384)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Abed, E. H.; Gover, R. E.; Goldberg, A. J.; Wolk, S. I.}, Nonlinear and stochastic stability problems in gated radar range trackers, 1-17 [Zbl 1175.93233] \textit{Badowski, G.; Yin, G.; Zhang, Q.}, Asymptotic properties and associated control problems of discrete-time singularly perturbed Markov chains, 19-34 [Zbl 1175.93238] \textit{Baillieul, J.}, Feedback designs in information-based control, 35-57 [Zbl 1038.93055] \textit{Bensoussan, Alain; Frehse, Jens}, Ergodic control Bellman equation with Neumann boundary conditions, 59-71 [Zbl 1050.93075] \textit{Buffington, John; Elliott, Robert J.}, Regime switching and European options, 73-82 [Zbl 1073.91027] \textit{Cao, Xianbing; Chen, Hanfu}, Equivalence of two kinds of stability for multi-dimensional ARMA systems, 83-96 [Zbl 1087.93058] \textit{Deistler, Manfred}, System identification and time series analysis: past, present, and future, 97-109 [Zbl 1050.93073] \textit{Fleming, Wendell H.}, Max-plus stochastic control, 111-119 [Zbl 1087.93060] \textit{Fleming, Wendell H.; Hernández-Hernández, Daniel}, An optimal consumption-investment problem for factor-dependent models, 121-130 [Zbl 1067.91041] \textit{Frei, Mark G.; Haas, Shane M.; Osorio, Ivan}, Adaptation of a real-time seizure detection algorithm, 131-136 [Zbl 1032.92021] \textit{Gerencsér, László; Vágó, Zsuzsanna; Hjalmarsson, H.}, Randomization methods in optimization and adaptive control, 137-153 [Zbl 1042.93064] \textit{Haas, Shane M.; Shapiro, Jeffrey H.}, Capacity of the multiple-input, multiple-output Poisson channel, 155-168 [Zbl 1175.93174] \textit{Hanson, Floyd B.; Westman, John J.}, Stochastic analysis of jump-diffusions for financial log-return processes, 169-183 [Zbl 1073.91032] \textit{Helmes, Kurt}, Numerical methods for optimal stopping using linear and nonlinear programming, 185-203 [Zbl 1036.60033] \textit{Huang, Jianyi; Kontoyiannis, Ioannis; Meyn, Sean P.}, The ODE method and spectral theory of Markov operators, 205-221 [Zbl 1038.60064] \textit{Ion, C.; Yin, G.; Krishnamurthy, V.}, Sign-regressor adaptive filtering algorithms using averaged iterates and observations, 223-238 [Zbl 1043.93062] \textit{Khasminskii, R.}, Kalman-type filters approach for some nonparametric estimation problems, 239-250 [Zbl 1041.93052] \textit{Lai, Tze Leung}, Detection and estimation in stochastic systems with time-varying parameters, 251-265 [Zbl 1041.93048] \textit{Le Gland, François; Wang, Bo}, Asymptotic normality in partially observed diffusions with small noise: Application to FDI, 267-282 [Zbl 1053.93039] \textit{Levanony, David; Caines, Peter E.}, Stochastic Lagrangian adaptive LQG control, 283-300 [Zbl 1048.93097] \textit{Lim, Andrew E. B.; Zhou, Xun Yu}, Optimal control of linear backward stochastic differential equations with a quadratic cost criterion, 301-317 [Zbl 1047.93049] \textit{Matache, Mihaela T.; Matache, Valentin}, Hilbert spaces induced by Toeplitz covariance kernels, 319-333 [Zbl 1046.46024] \textit{McEneaney, William M.}, Error analysis of a max-plus algorithm for a first-order HJB equation, 335-351 [Zbl 1047.93018] \textit{Nagai, Hideo}, Optimal strategies for ergodic control problems arising from portfolio optimization, 353-368 [Zbl 1036.93068] \textit{Pham, Khanh D.; Sain, Michael K.; Liberty, Stanley R.}, Finite horizon full-state feedback \(k\)CC control in civil structures protection, 369-383 [Zbl 1043.93048] \textit{Poznyak, Alex S.}, Robust stochastic maximum principle: A measured space as uncertainty set, 385-397 [Zbl 1037.93076] \textit{Presman, Ernst; Sethi, Suresh P.; Zhang, Hanqin; Zhang, Qing}, On optimality of stochastic \(N\)-machine flowshop with long-run average cost, 399-417 [Zbl 1042.90023] \textit{Ramezani, Vahid Reza; Marcus, Steven I.}, A risk-sensitive generalization of maximum a posterior probability (MAP) estimation, 419-433 [Zbl 1046.93044] \textit{Stettner, L.}, Bayesian adaptive control of discrete time partially observed Markov processes, 435-446 [Zbl 1040.93071] \textit{Stockbridge, Richard H.}, Portfolio optimization in markets having stochastic rates, 447-458 [Zbl 1076.91021] \textit{Stoyanov, Jordan}, Moment problems related to the solutions of stochastic differential equations, 459-469 [Zbl 1041.93047] \textit{Tsoi, Allanus H.}, \({\mathcal L}\)-transform, normal functionals, and Lévy Laplacian in Poisson noise analysis, 471-489 [Zbl 1050.93067] \textit{Westman, John J.; Fabijonas, Bruce R.; Kern, Daniel L.; Hanson, Floyd B.}, Probabilistic rate compartment cancer model: Alternate versus traditional chemotherapy scheduling, 491-506 [Zbl 1032.92019] \textit{Wu, Xi; Yau, Stephen S.-T.; Hu, Guo-Qing}, Finite-dimensional filters with nonlinear drift. XII: Linear and constant structure of Wong-matrix, 507-518 [Zbl 1038.93085] \textit{You, Kwan-Ho; Lee, E. Bruce}, The stability game, 519-532 [Zbl 1180.91017] \textit{Zeng, Yong; Scott, Laurie C.}, Bayes estimation via filtering equation for O-U process with discrete noises: Application to the micro-movement of stock prices, 533-548 [Zbl 1040.93066] \textit{Zhang, Qing}, Hybrid filtering, 549-564 [Zbl 1046.93045]