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Stochastic analysis, control, optimization and applications. A volume in honor of Wendell H. Fleming, on the occasion of his 70th birthday. (English) Zbl 0905.00042
Boston: Birkhäuser. xxxii, 637 p. (1999).

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The articles of this volume will be reviewed individually.
Indexed articles:
Budhiraja, Amarjit; Dupuis, Paul, Representations for functionals of Hilbert space valued diffusions, 1-20 [Zbl 0922.60030]
Coraluppi, Stefano P.; Marcus, Steven I., Risk-sensitive, minimax, and mixed risk-neutral/minimax control of Markov decision processes, 21-40 [Zbl 0918.93063]
Hernández-Hernández, Daniel, Partially observed control problems with multiplicative cost, 41-55 [Zbl 0918.93064]
James, Matthew R., Nonlinear semigroups for partially observed risk-sensitive control and minimax games, 57-73 [Zbl 0918.93065]
Kocan, Maciej; Soravia, Pierpaolo, Nonlinear, dissipative, infinite dimensional systems, 75-93 [Zbl 0946.49021]
Nagai, Hideo, Singular limits of Bellman equations of ergodic type related to risk-sensitive control, 95-114 [Zbl 0921.93038]
Nisio, Makiko, Game approach to risk sensitive control for stochastic evolution systems, 115-134 [Zbl 0918.93066]
Sheu, Shuenn-Jyi; Wentzell, Alexander D., On the solutions of the equation arising from the singular limit of some eigen problems, 135-150 [Zbl 0920.49015]
Xiao, MingQing; Başar, Tamer, Nonlinear \(H^\infty\) controller design via viscosity supersolutions of the Isaacs equation, 151-170 [Zbl 0918.93013]
Albano, Paolo; Cannarsa, Piermarco, Singularities of semiconcave functions in Banach spaces, 171-190 [Zbl 0923.49010]
Bardi, Martino; Goatin, Paola, Invariant sets for controlled degenerate diffusions: A viscosity solutions approach, 191-208 [Zbl 0928.93067]
Barles, Guy; Rouy, Elisabeth; Souganidis, Panagiotis E., Remarks on the Dirichlet problem for quasilinear elliptic and parabolic equations, 209-222 [Zbl 0928.35049]
Berkovitz, Leonard D., A generalized Hamilton-Jacobi-Bellman equation for deterministic optimal control problems, 223-235 [Zbl 0921.49020]
Chow, P. L., Regular solutions of stochastic Burgers equation, 237-247 [Zbl 0924.60045]
Davis, Mark H. A.; Farid, Mohammad, Piecewise-deterministic processes and viscosity solutions, 249-268 [Zbl 0917.93071]
Day, Martin V., Mathematical approaches to the problem of noise-induced exit, 269-287 [Zbl 0922.60051]
Falcone, Maurizio; Giorgi, Tiziana, An approximation scheme for evolutive Hamilton-Jacobi equations, 288-303 [Zbl 0931.65067]
Ishii, Hitoshi, Homogenization of the Cauchy problem for Hamilton-Jacobi equations, 305-324 [Zbl 0918.49024]
Mueller, Carl; Pardoux, Etienne, The critical exponent for a stochastic PDE to hit zero, 325-338 [Zbl 0922.60057]
Atar, Rami; Viens, Frederi; Zeitouni, Ofer, Robustness of Zakai’s equation via Feynman-Kac representations, 339-352 [Zbl 0920.93038]
Banks, H. T.; Fitzpatrick, B. G.; Potter, Laura K.; Zhang, Yue, Estimation of probability distributions for individual parameters using aggregate population data, 353-371 [Zbl 0922.92016]
Duncan, T. E., Solvable infinite time horizon stochastic control problems in noncompact symmetric spaces, 373-389 [Zbl 0935.93065]
Elliott, Robert J.; Krishnamurthy, Vikram, Exact finite dimensional filters for exponential functionals of the state, 391-408 [Zbl 0919.93073]
Krener, A. J., A Lyapunov theory of nonlinear observers, 409-420 [Zbl 0916.93019]
Kushner, Harold J., Existence of optimal controls for variance control, 421-437 [Zbl 0921.93039]
Menaldi, Jose-Luis; Robin, Maurice, On optimal ergodic control of diffusions with jumps, 439-456 [Zbl 0921.93040]
Mikami, Toshio, Markov marginal problems and their applications to Markov optimal control, 457-476 [Zbl 0935.93057]
Ocone, Daniel, Entropy inequalities and entropy dynamics in nonlinear filtering of diffusion processes, 477-496 [Zbl 0920.93036]
Pasik-Duncan, B., Identification for linear stochastic distributed parameter systems with boundary/point control, 497-504 [Zbl 0916.93080]
Wypasek, C. J.; Butera, J. V.; Fitzpatrick, B. G., Monte Carlo estimation of diffusion distributions at inter-sampling times, 505-520 [Zbl 0916.93087]
Bensoussan, Alain; Julien, Hugues, Option pricing in a market with frictions, 521-540 [Zbl 0917.90031]
Ferreyra, G.; Sundar, P., Pathwise comparison of arithmetric Brownian motions and log-normal processes, 541-546 [Zbl 0921.60047]
Gupta, Piyush; Kumar, P. R., Critical power for asymptotic connectivity in wireless networks, 547-566 [Zbl 0916.90101]
Hodder, James E.; Zariphopoulou, Thaleia, Pricing models with transaction fees, 567-584 [Zbl 0916.90019]
Huang, Chi-Fu; Taksar, Michael; Zhu, Steven H., A verification theorem in general equilibrium model of asset prices, 585-604 [Zbl 0916.90030]
Rishel, Raymond, Optimal portfolio management with partial observations and power utility function., 605-619 [Zbl 1053.91508]
Sethi, Suresh P.; Zhang, Hanqin, Hierarchical production control for a stochastic manufacturing system with long-run average cost: Asymptotic optimality, 621-637 [Zbl 0916.90139]
Kushner, Harold J., Foreword. (On the occasion of Wendell Fleming’s 70th birthday), viii-xvi [Zbl 0913.01027]
W. H. Fleming’s curriculum vitae, xvii-xxvi [Zbl 0913.01028]
MSC:
00B15 Collections of articles of miscellaneous specific interest
93-06 Proceedings, conferences, collections, etc. pertaining to systems and control theory
90-06 Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming
Biographic References:
Fleming, Wendell H.
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