Accession Number : ADA545706


Title :   Some Topics in Stochastic Control


Descriptive Note : Final rept. 1 Jul 2007-31 Jul 2010


Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS


Personal Author(s) : Budhiraja, Amarjit


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a545706.pdf


Report Date : 14 Oct 2010


Pagination or Media Count : 29


Abstract : Several Topics in Stochastic Analysis are studied. A partial list is as follows: (i) Asymptotic Results for Near Critical Branching Processes, (ii) Large Deviation Properties of Weakly Interacting Processes, (iii) Multiscale Diffusion Approximations for Stochastic Networks in Heavy Traffic, (iv) Adaptive Ergodic Control of Markov Chains, (v) Controlled Stochastic Networks in Heavy Traffic, (vi) Exit Time and Invariant Measure Asymptotics for Small Noise Constrained Diffusions, (vi) Tug of War and Games Associated with the infinity-Laplacian, (vii) Large Deviations for Stochastic Flows of Diffeomorphisms, (viii) Feller and Stability Properties of the Nonlinear Filter, (ix) Particle filter methods for Atmospheric and Oceanic data assimilation problems.


Descriptors :   *STOCHASTIC CONTROL , MATHEMATICAL FILTERS , DIFFERENTIAL EQUATIONS , NETWORKS , PARTIAL DIFFERENTIAL EQUATIONS


Subject Categories : Statistics and Probability
      Operations Research


Distribution Statement : APPROVED FOR PUBLIC RELEASE