Title: Stochastic Differential Systems, Stochastic Control Theory and Applications
Description: This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation.
Subjects: Differentiable dynamical systems, Stochastic processes, Control theory, Mathematics, Distribution (Probability theory), System theory, Mathematical optimization, Probability Theory and Stochastic Processes, Control Systems Theory, Calculus of Variations and Optimal Control; Optimization