Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences
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Numerical approximation for nonlinear filtering and finite-time observers

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007056 ◽

2005 ◽

pp. 159-175 ◽

Cited By ~ 2

Author(s):

Matthew R. James ◽

François LeGland

Keyword(s):

Finite Time ◽

Nonlinear Filtering ◽

Numerical Approximation

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Numerical methods in ergodic optimal stochastic control and application

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007048 ◽

2005 ◽

pp. 59-73 ◽

Cited By ~ 9

Author(s):

F. Campillo ◽

E. Pardoux

Keyword(s):

Numerical Methods ◽

Stochastic Control ◽

Optimal Stochastic Control

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Partially parallel simulated annealing: Low and high temperature approach of the invariante measure

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007063 ◽

2005 ◽

pp. 262-278 ◽

Cited By ~ 5

Author(s):

A. Trouvé

Keyword(s):

Simulated Annealing ◽

High Temperature ◽

Parallel Simulated Annealing

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Kantorovich's functionals in space of measures

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007062 ◽

2005 ◽

pp. 248-261 ◽

Cited By ~ 2

Author(s):

S. T. Rachev ◽

M. Taksar

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Brownian and diffusion decision processes

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007061 ◽

2005 ◽

pp. 238-247

Author(s):

J. P. Quadrat

Keyword(s):

Decision Processes ◽

And Diffusion

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Estimates of cycle times in stochastic petri nets

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007044 ◽

2005 ◽

pp. 1-20 ◽

Cited By ~ 8

Author(s):

François Baccelli ◽

Panagiotis Konstantopoulos

Keyword(s):

Petri Nets ◽

Stochastic Petri Nets ◽

Cycle Times

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Partially observed control of Markov processes

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007055 ◽

2005 ◽

pp. 151-158

Author(s):

Omar Hijab

Keyword(s):

Markov Processes ◽

Partially Observed

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On Bellman equations of ergodic control in R n

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007045 ◽

2005 ◽

pp. 21-29

Author(s):

A. Bensoussan ◽

J. Frehse

Keyword(s):

Ergodic Control ◽

Bellman Equations

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An optimal control depending on the conditional density of the unobserved state

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007054 ◽

2005 ◽

pp. 144-150 ◽

Cited By ~ 2

Author(s):

K. L. Helmes ◽

R. W. Rishel

Keyword(s):

Optimal Control ◽

Conditional Density

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A nonlinear filter with two time scales

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0007059 ◽

2005 ◽

pp. 210-223 ◽

Cited By ~ 1

Author(s):

Jean Picard

Keyword(s):

Time Scales ◽

Nonlinear Filter

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Applied Stochastic Analysis - Lecture Notes in Control and Information SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

Numerical approximation for nonlinear filtering and finite-time observers

Numerical methods in ergodic optimal stochastic control and application

Partially parallel simulated annealing: Low and high temperature approach of the invariante measure

Kantorovich's functionals in space of measures

Brownian and diffusion decision processes

Estimates of cycle times in stochastic petri nets

Partially observed control of Markov processes

On Bellman equations of ergodic control in R n

An optimal control depending on the conditional density of the unobserved state

A nonlinear filter with two time scales

Applied Stochastic Analysis - Lecture Notes in Control and Information Sciences
Latest Publications