Stochastic Differential Systems, Stochastic Control Theory and Applications -

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Sommaire:
Optimality of full bang to reduce predicted miss for some partially observed stochastic control problems.- On some approximation techniques in non-linear filtering.- Applications of Homogenization Theory to the control of flexible structures.- Control of Markov chains with long-run average cost criterion.- Automatic study in stochastic control.- Some results on Kolmogoroff equations for infinite dimensional stochastic systems.- Hamilton-Jacobi equations with constraints.- An approximate minimum principle for a partially observed Markov chain.- Generalized solutions in the optimal control of diffusions.- Consistency of maximum likelihood and pseudo-likelihood estimators for Gibbs Distributions.- Brownian models of queueing networks with heterogeneous customer populations.- Non-linear filtering - the degenerate case.- The asymptotic behaviour of the maximum likelihood estimates for a class of diffusion processes.- The filtering problem for infinite dimensional stochastic processes.- Stochastic control under finite-fuel constraints.- Recent advances in the theory of stochastic adaptive control.- Almost optimal controls for wideband noise driven systems.- Asymptotic solutions of bandit problems.- Viscosity solutions of second-order equations, stochastic control and stochastic differential games.- On the memory length of the optimal nonlinear filter.- Implementation issues for Markov decision processes.- Navigating and stopping multi-parameter bandit processes.- Bounded variation control of a damped linear oscillator under random disturbances.- The support of the law of a filter in C? topology.- Existence of densities for statistics in the cubic sensor problem.- Piecewise linear filtering.- Quick simulation of excessive backlogs in networks of queues.- On someperturbation problems in optimal stopping and impulse control.- Optimal control of jump-markov processes and viscosity solutions.- An introduction to singular stochastic control.- Scheduling, routing, and flow control in stochastic networks.- Product expansions of exponential Lie Series and the discretization of stochastic differential equations.- A survey of large time asymptotics of simulated annealing algorithms.- Stochastic scheduling on parallel processors and minimization of concave functions of completion times.