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Dtic Ada146927%3a Numerical Methods And Approximation And Modelling Problems In Stochastic Control Theory. by Defense Technical Information Center

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1DTIC ADA146927: Numerical Methods And Approximation And Modelling Problems In Stochastic Control Theory.

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Research during this period continued in the following topic areas: (1) Nonlinear filtering; (2) Large deviations problems; (3) Stochastic control of piecewise-deterministic processes; (4) Stochastic variational calculus; (5) Approximating multiple Ito integrals with band-limited processes; (6) Large deviations methods and asymptotic properties of recursive algorithms; and (7) Approximation and modelling for distributed stochastic systems. Progress is summarized and a list of publications supported by the grant is included in the report. (Author)

“DTIC ADA146927: Numerical Methods And Approximation And Modelling Problems In Stochastic Control Theory.” Metadata:

  • Title: ➤  DTIC ADA146927: Numerical Methods And Approximation And Modelling Problems In Stochastic Control Theory.
  • Author: ➤  
  • Language: English

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