scientific article
From MaRDI portal
Publication:3658831
zbMath0513.60043MaRDI QIDQ3658831
Publication date: 1977
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Diffusion processes (60J60) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
Fixed-gain estimation in continuous time, Optimal control of stepwise processes with periodic characteristics, On the Rate of Convergence of Finite-Difference Approximations for Elliptic Isaacs Equations in Smooth Domains, On averaging principle for diffusion processes with null-recurrent fast component., Output dynamic controller analysis for stochastic systems of multiplicative type, Deterministic and stochastic differential equations in infinite- dimensional spaces, A remark on the attainable distributions of controlled diffusions, Stability of equilibrium with respect to white noise, Control of the solution of a stochastic equation with discontinuous trajectories, The method of characteristics for Hamilton-Jacobi equations and applications to dynamical optimization, \(G\)-convergence of parabolic operators and weak convergence of solutions of diffusion equations, Sensitivities for Bermudan options by regression methods, On time-inhomogeneous controlled diffusion processes in domains, Asymptotic behavior of the martingale type integral functionals for unstable solutions to stochastic differential equations, Optimal locally absolutely continuous change of measure. finite set of decisions. part i, Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients, Elliptic equations in Sobolev spaces with Morrey drift and the zeroth-order coefficients, Weighted Aleksandrov estimates: PDE and stochastic versions, Bellman's equation for uniformly nondegenerate stochastic processes, On strong solutions of Itô's equations with \(D \sigma\) and \(b\) in Morrey classes containing \(L_d\), On potentials of Itô's processes with drift in \(L_{d+1}\), Factorization, basic notions and applications, \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters, On control of time for reaching a domain by random motion, Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems, Traditional proof of Bellman's equation for controlled diffusion processes, Limit transition in degenerate Bellman equations, On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains and the Isaacs equations, On the dynamic programming principle for uniformly nondegenerate stochastic differential games in domains, Bellman's equation in a lattice of measures for general controlled stochastic processes. I, Traditional derivation of Bellman equation for general controlled stochastic processes, Stability analysis of stochastic differential equations with the use of Lyapunov functions of constant sign, Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motion, discontinuous coefficients, and a partly degenerate diffusion operator, On the existence of solutions of unbounded optimal stopping problems, Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems, Existence of \(\beta \)-weak solutions of stochastic differential equations with measurable right-hand sides, Space average of parabolic equations, Nonequilibrium statistical mechanics of a solid immersed in a continuum, On the existence of an optimal feedback control for stochastic systems, Existence of weak solutions of stochastic differential equations with standard and fractional Brownian motions and with discontinuous coefficients, Equations for probability distributions of local occupation time on a surface for diffusion processes and control problems, Convergence of diffusion processes, MDP for integral functionals of fast and slow processes with averaging, On weak uniqueness for some diffusions with discontinuous coefficients, Differential equations. Transl. from the Russian, Filtering partially observable diffusions up to the exit time from a domain, A stability theorem for stochastic differential equations and application to stochastic control problems, Absolute continuity under flows generated by SDE with measurable drift coefficients, On time inhomogeneous stochastic Itô equations with drift in \(L_{D+1}\), On the regularity of viscosity solutions of fully nonlinear elliptic equations, Nonlinear potentials for Hamilton-Jacobi-Bellman equations, On the rate of convergence of difference approximations for uniformly nondegenerate elliptic Bellman's equations, On the independence of the value function for stochastic differential games of the probability space, On Shige Peng's central limit theorem, Limit behavior of functionals of solutions of diffusion type equations, Limit theorems for one-dimensional nonhomogeneous stochastic diffusion equations under irregular dependence of the coefficients on a parameter, Regularity properties for a class of non-uniformly elliptic Isaacs operators, On the optimal control of integral-functional equations, Existence of weak solutions of stochastic differential equations with discontinuous coefficients and with a partially degenerate diffusion operator, The parabolic bellman equation, Strong envelopes of stochastic processes and a penalty method†, A priori estimates for solutions to systems of nonlinear parabolic equations, Passage to the limit in general degenerate Bellman equations. II, Approximation of controlled solutions of Ito's equation by controlled Markov chains, Stochastic differential equations with nonregular coefficients, Continuous dependence and time change for Ito equations, Averaging of nondivergent second-order equations with random coefficients, Limit transition in general degenerate Bellman equations. I, Uniqueness of the solution of Bellman's equation in the case of general controlled processes, Numerical solution of stochastic differential equations in the sense of Stratonovich in an amorphization crystal lattice model, Lyapunov functions in barriers for parabolic equations and in stability problems with respect to ``white noise, G-convergence of elliptic operators in nondivergence form, Optimal control model with energy criterion in stochastic Lagrange mechanics, Averaging error for elliptic equations with ``layered random coefficients, On Stochastic Differential Equations with Locally Unbounded Drift, Feedback controls for stochastic equations with monotone coefficients, Sufficient conditions for convergence of solutions of stochastic equations