AFOSR Interim Scientific Report, Grant AFOSR-81-0116.

Abstract

The report summarizes progress in research supported by the grant during this period in the following areas: (1) stochastic control under partial observations; (2) nonlinear filtering; (3) large deviations for nearly deterministic processes; and (4) transition and invariant densities for nearly deterministic diffusions. A list of papers resulting from the research effort is included. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1984
Accession Number
ADA142191

Entities

People

  • Harold J. Kushner

Organizations

  • Brown University

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Applied Mathematics
  • Asymptotic Series
  • Differential Equations
  • Engineering
  • Equations
  • Filters
  • Filtration
  • Markov Processes
  • Mathematical Analysis
  • Mathematics
  • Operations Research
  • Probability
  • Statistics
  • Stochastic Control
  • Theorems
  • Weak Convergence
  • White Noise

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Technical Research and Report Writing.