This is a survey of developments, results, and applications in stochastic analysis, control theory, optimization and applications. It should be a valuable resource for practitioners, researchers and professionals in applied mathematics, operations research and engineering.
In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, and his dedication to mathematics, we have invited a number of ...
The symposium discusses and explores the current and future development of some aspects of the theory of nonlinear control systems, adaptive control and filtering, robust control and H∞ optimization, stochastic systems and white noise ...
Appl. Math. Optim., 38(3), 327–352. https://doi.org/ 10.1007/s002459900094 Davis, M. H. A., & Farid, M. (1999). Piecewise-deterministic processes and viscosity solutions. Stochastic analysis, control, optimization and applications (pp.
The book will be a timely addition to the literature and will be of interest to people working in the aforementioned fields. Most importantly, this volume is dedicated to Professor Suresh Sethi on the occasion of his 60th birthday.
In Stochastic analysis, control, optimization and applications, Systems Control Found. Appl., pages 305– 324. Birkhäuser Boston, Boston, MA, 1999. [JKO V. V. Jikov, S. M. Kozlov, and O. A. Oleinik. Homogenization of differential ...
This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing networks, and climate control.
Hierarchical production controls for a stochastic manufacturing system with long-run average cost: Asymptotic optimality, in Stochastic Analysis, Control, Optimization and Applications, A Volume in Honor of W.H. Fleming, W.M. McEneany, ...
35(1), 15–33 (1998) M. Nisio, Game approach to risk sensitive control for stochastic evolution systems, in Stochastic Analysis, Control, Optimization and Applications, ed. by W.M. McEneaney, G.G. Yin, Q. Zhang.
Davis, M.H.A., Farid, M. (1999) Piecewise deterministic processes and viscosity solutions, McEneaney, W.M. et al. (ed) Stochastic Analysis, Control, Optimization and Applications, A Volume in Honour of W.H.Fleming, on Occasion of His ...
Markov marginal problems and their applications to Markov optimal control. In W.M. McEneaney, G.G. Yin, Q., Zhang, editors, Stochastic Analysis, Control, Optimization and Applications, A Volume in Honor of W.H. Fleming, pages 457–476.