AFOSR (Air Force Office of Scientific Research) Interim Scientific Report, Grant AFOSR-81-0116

摘要

The report summarizes progress in research supported by the grant during this period in the following areas: (1) stochastic control under partial observations; (2) nonlinear filtering; (3) large deviations for nearly deterministic processes; and (4) transition and invariant densities for nearly deterministic diffusions. A list of papers resulting from the research effort is included. (Author)