Stochastic Control and Nonlinear Estimation
Abstract
W.H. Fleming's work during this period concerned risk sensitive stochastic control, and related questions about differential games. This theory- provides a link between stochastic and deterministic (robust control) approaches to disturbance attenuation problems. H.J.Kushner's work developed efficient, general stochastic approximation methods for improving the operation of continuous or discrete event dynamical systems over a long time period. Applications to communication problems include large controlled multiplexing systems, which are approximated by diffusion type processes. The method yields a very efficient way of approximation as well as good numerical methods.
Document Details
- Document Type
- Technical Report
- Publication Date
- May 19, 1994
- Accession Number
- ADA281219
Entities
People
- Harold J. Kushner
- Wendell Fleming
Organizations
- Brown University