Symposium on Stochastic Control and Nonlinear Filtering
Abstract
An International Symposium on Stochastic Control and Nonlinear Filtering was held on December 13-15 at USC. The Symposium was organized and sponsored by the Center for Applied Math Sciences. The list of sponsors also includes: National Science Foundation, the Institute for Mathematics and Its Applications, and the Office of Naval Research. Seventy scientists from 11 countries (Australia, Russia, Mexico, Poland, France, Germany, Hong Kong, Japan, U. S. A., Canada and Great Britain) took part in the Symposium. This three days event brought together a group of leading scholars in the fields of Stochastic Control and Nonlinear Filtering to discuss a variety of issues, including risk-sensitive control, adaptive control, stochastic partial differential equations and their applications to financial mathematics. The recent Nobel Prize in Economics awarded to Robert Merton and Myron Scholes brought substantial attention to applications of stochastic analysis to finance and economics. An important feature of the conference was participation of a large group of students. Some of them presented interesting papers on their research. It was a good opportunity for all participants to network, to discuss future directions of research and teaching.
Document Details
- Document Type
- Technical Report
- Publication Date
- Feb 18, 1998
- Accession Number
- ADA338551
Entities
People
- Boris Rozovsky
Organizations
- University of Southern California