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![]( "Buchcover ISBN 9783540470175")
Applied Stochastic Analysis
Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991
herausgegeben von Ioannis Karatzas und Daniel OconeThis volume contains papers presented during a four-day
Workshop that took place at Rutgers University from 29 April
to 2 May, 1991. The purpose of this workshop was to promote
interaction among specialists in these areas byproviding
for all an up-to-date picture of current issues and
outstanding problems.
The topics covered include singular stochasticcontrol,
queuing networks, the mathematical theory of stochastic
optimization and filtering, adaptive control and the
estimation for random fields and its connections with
simulated annealing, statistical mechanics, and
combinatorial optimization.
Workshop that took place at Rutgers University from 29 April
to 2 May, 1991. The purpose of this workshop was to promote
interaction among specialists in these areas byproviding
for all an up-to-date picture of current issues and
outstanding problems.
The topics covered include singular stochasticcontrol,
queuing networks, the mathematical theory of stochastic
optimization and filtering, adaptive control and the
estimation for random fields and its connections with
simulated annealing, statistical mechanics, and
combinatorial optimization.
