Theory & Numerical Methods for Problems in Shape Reconstruction and Large Deviations.

Abstract

This report describes work on problems from stochastic systems theory where the noise effects are small. The work has addressed two current needs: extension of the theory to cover practically interesting problems (such as design of data networks), and the development of computational methods for large deviation problems. Problems of particular interest that were dealt with are approximation of rare events in queueing systems and the control of reliable systems. We also discuss a recently developed method for obtaining rate of convergence estimates for a variety of approximations in deterministic and stochastic optimal control. (AN)

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Document Details

Document Type
Technical Report
Publication Date
Jul 26, 1994
Accession Number
ADA292874

Entities

People

  • Paul Dupuis

Organizations

  • Brown University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Air Force
  • Applied Mathematics
  • Computational Science
  • Control Theory
  • Convergence
  • Markov Chains
  • Markov Models
  • Markov Processes
  • Mathematics
  • Probability
  • Scientific Research
  • Security
  • Synthetic Aperture Radar

Fields of Study

  • Computer science

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Regression Analysis.