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Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
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Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and
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This volume contains almost all of the papers that were presented at the Workshop on Stochastic Theory and Control that was held at the Univ- sity of Kansas, 18
A Weak Convergence Approach to the Theory of Large Deviations
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Applies the well-developed tools of the theory of weak convergenceof probability measures to large deviation analysis--a consistentnew approach The theory of la
Modeling, Stochastic Control, Optimization, and Applications
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This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t