TY  - BOOK
AU  - Buckdahn,R.
AU  - Casteren,J.van
AU  - Dietz,H.-M.
AU  - Fritzsche,B.
AU  - Grecksch,W.
AU  - Högnäs,G.
AU  - Kirstein,B.
AU  - Koski,T.
AU  - Küchler,U.
AU  - Langer,H.
AU  - Langer,Heinz
AU  - Lin’kov,YuN.
AU  - Lipfert,W.
AU  - Nollau,V.
AU  - Nollau,Volker
AU  - Pohlenz,S.
AU  - Rösler,U.
AU  - Schenk,W.
AU  - Schmalfuss,B.
AU  - Schäl,M.
AU  - Sørensen,Michael
TI  - Markov Processes and Control Theory
T2  - Mathematical Research : Mathematische Forschung
SN  - 9783112620236
PY  - 2022///]
CY  - Berlin, Boston
PB  - De Gruyter
KW  - Entscheidungstheorie
KW  - Kontrolltheorie
KW  - Markov-Prozesse
KW  - Regelungstechnik
KW  - Steuerung
KW  - Stochastik
KW  - Systemanalyse
KW  - Wahrscheinlichkeitstheorie
KW  - Zustandsraummodellierung
KW  - MATHEMATICS / Probability & Statistics / Stochastic Processes
KW  - bisacsh
N1  - Frontmatter --; Foreword --; TABLE OP CONTENTS --; A linear stochastic differential equation with Skorohod integral --; On generalized Schrödinger semigroups --; Representations for solutions of linear functional stochastic differential equations --; On problems with incomplete covariance information --; A prediction problem for a time discrete parabolic Ito equation --; Invariant measures and random walks on the semigroup of matrices --; On Deltamodulators for Gauss-Markov processes: A normal approximation --; A limit theorem for the excursion of quasidiffusions straddling t --; Time reversal of transient gap diffusions --; Asymptotical methods of statistics for semimartingales --; Über ein stochastisches Entscheidungsmodell mit allgemeinen vektorwertigen Ertragsfunktionalen --; Some aspects of vector-valued stochastic dynamic programming --; Die Verbesserung von Strategien beim mehrarmigen Banditen --; The variation diminishing property applied to diffusions --; On stochastic dynamic programming:. A bridge between Markov decision processes and gambling --; Invariant attracting sets of nonlinear stochastic differential equations --; A note on the existence of a consistent maximum likelihood estimator for diffusions with jumps; restricted access; Issued also in print
UR  - https://doi.org/10.1515/9783112620243
UR  - https://www.degruyter.com/isbn/9783112620243
UR  - https://www.degruyter.com/document/cover/isbn/9783112620243/original
ER  -