Some Topics in Stochastic Control
Final rept. 1 Jul 2007-31 Jul 2010
NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
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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.
- Statistics and Probability
- Operations Research