Advances In Filtering And Optimal Stochastic Control: Proceedings Of The Ifip-wg 7/1 Working Conference Cocoyoc, Mexico, February 1-6, 1982 (lecture Notes In Control And Information Sciences)

Existence, uniqueness and tail behavior of solutions to Zakai equations with unbounded coefficients....Pages 1-17 Optimal stopping under partial observations....Pages 18-37 Optimal control of partially observed diffusions....Pages 38-53 Accurate evaluation of conditional densities in nonlinear filtering....Pages 54-68 An efficient approximation scheme for a class of stochastic differential equations....Pages 69-78 Stochastic control with noisy observations....Pages 79-90 Applications of duality to measure-valued diffusion processes....Pages 91-105 Optimal stopping of controlled Markov processes....Pages 106-112 Two parameter filtering equations for jump process semimartingales....Pages 113-124 Space-time mixing in a branching model....Pages 125-130 Logarithmic transformations and stochastic control....Pages 131-141 Generalized Gaussian random solutions of certain evolution equations....Pages 142-148 Extremal controls for completely observable diffusions....Pages 149-160 Lévy's stochastic area formula in higher dimensions....Pages 161-169 Asymptotic nonlinear filtering and large deviations....Pages 170-176 Representation and approximation of counting processes....Pages 177-191 Approximate invariant measures for the asymptotic distributions of differential equations with wide band noise inputs....Pages 192-198 Optimal stochastic control of diffusion type processes and Hamilton-Jacobi-Bellman equations....Pages 199-215 On reducing the dimension of control problems by diffusion approximation....Pages 216-224 Lie algebraic and approximation methods for some nonlinear filtering problems....Pages 225-238 Optimal stopping for two-parameter processes....Pages 239-245 Stochastic control problem for reflected diffusions in a convex bounded domain....Pages 246-255 Nonlinear filtering of diffusion processes a guided tour....Pages 256-266 Note on uniqueness of semigroup associated with Bellman operator....Pages 267-275 PDE with random coefficients: Asymptotic expansion for the moments....Pages 276-289 A discrete time stochastic decision model....Pages 290-304 On the approximation of controlled jump diffusion processes....Pages 305-311 On optimal stochastic control problem of large systems....Pages 312-325 Unnormalized conditional probabilities and optimality for partially observed controlled jump Markov processes....Pages 326-343 On normal approximation in Banach spaces....Pages 344-352 A class of problems in the optimal control of diffusions with finitely many controls....Pages 353-375 A resumé of some of the applications of Malliavin's calculus....Pages 376-381 Large deviations....Pages 382-392