© 2002

Stochastic Theory and Control

Proceedings of a Workshop held in Lawrence, Kansas

  • Bozenna Pasik-Duncan
Conference proceedings

Part of the Lecture Notes in Control and Information Sciences book series (LNCIS, volume 280)

Table of contents

  1. Front Matter
    Pages I-XVIII
  2. E. H. Abed, R. E. Gover, A. J. Goldberg, S. I. Wolk
    Pages 1-17
  3. Alain Bensoussan, Jens Frehse
    Pages 59-71
  4. John Buffington, Robert J. Elliott
    Pages 73-82
  5. Wendell H. Fleming
    Pages 111-119
  6. Wendell H. Fleming, Daniel Hernández-Hernández
    Pages 121-130
  7. Mark G. Frei, Shane M. Haas, Ivan Osorio
    Pages 131-136
  8. László Gerencsér, Zsuzsanna Vágó, H. Hjalmarsson
    Pages 137-153
  9. Shane M. Haas, Jeffrey H. Shapiro
    Pages 155-168
  10. Floyd B. Hanson, John J. Westman
    Pages 169-183
  11. Jianyi Huang, Ioannis Kontoyiannis, Sean P. Meyn
    Pages 205-221

About these proceedings


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, 18–20 October 2001. This three-day event gathered a group of leading scholars in the ?eld of stochastic theory and control to discuss leading-edge topics of stochastic control, which include risk sensitive control, adaptive control, mathematics of ?nance, estimation, identi?cation, optimal control, nonlinear ?ltering, stochastic di?erential equations, stochastic p- tial di?erential equations, and stochastic theory and its applications. The workshop provided an opportunity for many stochastic control researchers to network and discuss cutting-edge technologies and applications, teaching and future directions of stochastic control. Furthermore, the workshop focused on promoting control theory, in particular stochastic control, and it promoted collaborative initiatives in stochastic theory and control and stochastic c- trol education. The lecture on “Adaptation of Real-Time Seizure Detection Algorithm” was videotaped by the PBS. Participants of the workshop have been involved in contributing to the documentary being ?lmed by PBS which highlights the extraordinary work on “Math, Medicine and the Mind: Discovering Tre- ments for Epilepsy” that examines the e?orts of the multidisciplinary team on which several of the participants of the workshop have been working for many years to solve one of the world’s most dramatic neurological conditions. Invited high school teachers of Math and Science were among the part- ipants of this professional meeting.


Markov Markov process adaptive control algorithm algorithms calculus differential equation estimation identification linear optimization mathematics of finance nonlinear filtering optimal control risk sensitive control stability

Editors and affiliations

  • Bozenna Pasik-Duncan
    • 1
  1. 1.Dep. of MathematicsUniversity of KansasLawrenceUSA

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