Ebook: Stochastic Systems and Optimization: Proceedings of the 6th IFIP WG 7.1 Working Conference Warsaw, Poland, September 12–16, 1988

The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stochastic control, asymptotic methods and periodic systems.

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The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stochastic control, asymptotic methods and periodic systems.

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The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stochastic control, asymptotic methods and periodic systems.
Content:
Front Matter....Pages -
Some results about two-mode stochastic compartmental models....Pages 1-17
Anticipating linear stochastic differential equations....Pages 18-23
Nonlinear filtering for signal correlated with the noise....Pages 24-47
Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them....Pages 48-74
Tracking almost periodic signals under white noise perturbations....Pages 75-85
Variational calculus for Gaussian random fields....Pages 86-97
Local uniqueness of Feller processes with integrodifferential generators....Pages 98-111
On general ARMA models and regularity conditions....Pages 112-124
On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations....Pages 125-133
Modelling of random fatigue accumulation....Pages 134-141
Functionals on stochastic processes....Pages 142-151
Asymptotic almost periodic solutions for stochastic differential equations....Pages 152-158
Stochastic integral with respect to a generalized wiener process in a conuclear space....Pages 159-168
Periodic linear equations with general additive noise in hilbert spaces....Pages 169-183
Low and high density reaction-diffusion models....Pages 185-190
Equations for the characteristic functional and moments of the complex stochastic evolutions — motivation and results....Pages 191-200
On a class of semilinear stochastic partial differential equations....Pages 201-209
Strong Feller property for semilinear stochastic evolution equations and applications....Pages 210-224
On the macroscopic nonequilibrium dynamics of an exclusion process....Pages 225-239
On large deviations for stochastic evolution equations....Pages 240-253
Approximation of Zakai equation by the splitting up method....Pages 255-265
An ergodic control problem on whole Euclidean space....Pages 266-273
On limit control principle for singularly perturbed Markov processes....Pages 274-283
Some solvable stochastic control problems in symmetric spaces of type IV....Pages 284-297
Impulsive control of piecewise-deterministic processes....Pages 298-308
Synthesis of optimal controls....Pages 309-317
Consistent ML estimator for drift parameters of both ergodic and nonergodic diffusions....Pages 318-327
On adaptive control of continuous time linear stochastic systems....Pages 328-343
A minimax control of linear systems....Pages 344-355
On a packing problem....Pages 356-359
Qu adratic control for linear stochastic equations with pathwise cost....Pages 360-369
Back Matter....Pages -

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The meeting intended to continue the traditional line of the foregoing conferences and to focus on topics of present research in the field of stochastic systems and optimization. Particular emphasis was placed on stochastic differential systems both finite and infinite dimensional, filtering, stochastic control, asymptotic methods and periodic systems.
Content:
Front Matter....Pages -
Some results about two-mode stochastic compartmental models....Pages 1-17
Anticipating linear stochastic differential equations....Pages 18-23
Nonlinear filtering for signal correlated with the noise....Pages 24-47
Continuous local martingales: Strong Markov property, solutions of stochastic equations, and the interplay between them....Pages 48-74
Tracking almost periodic signals under white noise perturbations....Pages 75-85
Variational calculus for Gaussian random fields....Pages 86-97
Local uniqueness of Feller processes with integrodifferential generators....Pages 98-111
On general ARMA models and regularity conditions....Pages 112-124
On limit points of a sequence of weak solutions of one-dimensional stochastic differential equations....Pages 125-133
Modelling of random fatigue accumulation....Pages 134-141
Functionals on stochastic processes....Pages 142-151
Asymptotic almost periodic solutions for stochastic differential equations....Pages 152-158
Stochastic integral with respect to a generalized wiener process in a conuclear space....Pages 159-168
Periodic linear equations with general additive noise in hilbert spaces....Pages 169-183
Low and high density reaction-diffusion models....Pages 185-190
Equations for the characteristic functional and moments of the complex stochastic evolutions — motivation and results....Pages 191-200
On a class of semilinear stochastic partial differential equations....Pages 201-209
Strong Feller property for semilinear stochastic evolution equations and applications....Pages 210-224
On the macroscopic nonequilibrium dynamics of an exclusion process....Pages 225-239
On large deviations for stochastic evolution equations....Pages 240-253
Approximation of Zakai equation by the splitting up method....Pages 255-265
An ergodic control problem on whole Euclidean space....Pages 266-273
On limit control principle for singularly perturbed Markov processes....Pages 274-283
Some solvable stochastic control problems in symmetric spaces of type IV....Pages 284-297
Impulsive control of piecewise-deterministic processes....Pages 298-308
Synthesis of optimal controls....Pages 309-317
Consistent ML estimator for drift parameters of both ergodic and nonergodic diffusions....Pages 318-327
On adaptive control of continuous time linear stochastic systems....Pages 328-343
A minimax control of linear systems....Pages 344-355
On a packing problem....Pages 356-359
Qu adratic control for linear stochastic equations with pathwise cost....Pages 360-369
Back Matter....Pages -
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