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Stochastic Differential Systems - Proceedings of the 4th Bad Honnef Conference, June, 20-24, 1988 (Paperback)
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Stochastic Differential Systems - Proceedings of the 4th Bad Honnef Conference, June, 20-24, 1988 (Paperback)
Series: Lecture Notes in Control and Information Sciences, 126
Expected to ship within 10 - 15 working days
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The 4th Bad Honnef Conference on Stochastic Differential Systems
highlighted recent advances in the areas of stochastic control and
filtering theory as well as stochastic analysis. Special emphasis
was put on the use of adaptive methods in stochastic systems
analysis and on the theory of random fields, both very active
fields of current research. There were six survey lectures, two of
them on adaptive control of linear stochastic systems (Kumar, Lai),
two on problems in stochastic analysis and random fields,
(Surgailis, Wong) and one on singular perturbations in nonlinear
filtering (Bensoussan). In addition, 37 research papers pertaining
to the main topics of the conference were presented.
General
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