Stochastic Control and Topics in Applied Probability.
Final rept. 1 Jun 91-30 Nov 94,
COLUMBIA UNIV NEW YORK DEPT OF STATISTICS
Pagination or Media Count:
Research findings achieved under the auspices of the Army research grant on topics of Stochastic control under partial observations Dynamic allocation and Multi-armed Bandit Problems Deterministic and anticipative aspects of stochastic optimization Predictable representation properties for semimartingales The stochastic version of Pontryagins maximum principle Representation of additive functionals of Markov processes are outlined in the final report. AN
- Statistics and Probability
- Operations Research