Numerical Methods and Approximation and Modelling Problems in Stochastic Control Theory.

Abstract

Research during this period continued in the following topic areas: (1) Nonlinear filtering; (2) Large deviations problems; (3) Stochastic control of piecewise-deterministic processes; (4) Stochastic variational calculus; (5) Approximating multiple Ito integrals with band-limited processes; (6) Large deviations methods and asymptotic properties of recursive algorithms; and (7) Approximation and modelling for distributed stochastic systems. Progress is summarized and a list of publications supported by the grant is included in the report. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1984
Accession Number
ADA146927

Entities

People

  • Harold J. Kushner
  • W. H. Fleming

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Applied Mathematics
  • Asymptotic Normality
  • Availability
  • Calculus
  • Classification
  • Differential Equations
  • Equations
  • Filters
  • Integrals
  • Markov Processes
  • Mathematics
  • Partial Differential Equations
  • Probability
  • Security
  • Stochastic Control
  • Weak Convergence

Readers

  • Approximation Theory.
  • Calculus or Mathematical Analysis
  • Technical Research and Report Writing.