Accession Number:

ADA291712

Title:

Stochastic Control and Topics in Applied Probability.

Descriptive Note:

Final rept. 1 Jun 91-30 Nov 94,

Corporate Author:

COLUMBIA UNIV NEW YORK DEPT OF STATISTICS

Personal Author(s):

Report Date:

1995-02-01

Pagination or Media Count:

5.0

Abstract:

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

Subject Categories:

  • Statistics and Probability
  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE