Some Topics in Stochastic Control

Abstract

Several Topics in Stochastic Analysis are studied. A partial list is as follows: (i) Asymptotic Results for Near Critical Branching Processes, (ii) Large Deviation Properties of Weakly Interacting Processes, (iii) Multiscale Diffusion Approximations for Stochastic Networks in Heavy Traffic, (iv) Adaptive Ergodic Control of Markov Chains, (v) Controlled Stochastic Networks in Heavy Traffic, (vi) Exit Time and Invariant Measure Asymptotics for Small Noise Constrained Diffusions, (vi) Tug of War and Games Associated with the infinity-Laplacian, (vii) Large Deviations for Stochastic Flows of Diffeomorphisms, (viii) Feller and Stability Properties of the Nonlinear Filter, (ix) Particle filter methods for Atmospheric and Oceanic data assimilation problems.

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Document Details

Document Type
Technical Report
Publication Date
Oct 14, 2010
Accession Number
ADA545706

Entities

People

  • Amarjit Budhiraja

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computational Fluid Dynamics
  • Differential Equations
  • Diffusion Coefficient
  • Equations
  • Fluid Flow
  • Kalman Filters
  • Markov Processes
  • Multiscale Models
  • Partial Differential Equations
  • Probability
  • Queueing Theory
  • Random Variables
  • Sequential Monte Carlo Methods
  • Stochastic Control
  • Stochastic Processes
  • Students
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.
  • Military Science