927 results in Applied probability and stochastic networks
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- Markov Chains
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2 - Continuous-time Markov chains I
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6 - Some explicit solutions of the Zakai equation
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1 - Linear filtering theory
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Contents
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8 - Stochastic maximum principle and dynamic programming for systems with partial observation
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Preface
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7 - Some explicit controls for systems with partial observation
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Stochastic Control of Partially Observable Systems
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2 - Optimal stochastic control for linear dynamic systems with quadratic payoff
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5 - Perturbation methods in non linear filtering
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Index
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References
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4 - Non linear filtering theory
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9 - Existence results for stochastic control problems with partial information
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Frontmatter
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3 - Optimal control of linear stochastic systems with an exponential-of-integral performance index
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3 - General birth–death processes
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2 - Simple birth–death processes
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Preface
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