Stochastic Theory and Control

Nonlinear and Stochastic Stability Problems in Gated Radar Range Trackers.- Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains.- Feedback Designs in Information-Based Control.- Ergodic Control Bellman Equation with Neumann Boundary Conditions.- Regime Switching and European Options.- Equivalence of Two Kinds of Stability for Multi-dimensional ARMA Systems.- System Identification and Time Series Analysis: Past, Present, and Future.- Max-Plus Stochastic Control.- An Optimal Consumption-Investment Problem for Factor-Dependent Models.- Adaptation of a Real-Time Seizure Detection Algorithm.- Randomization Methods in Optimization and Adaptive Control.- Capacity of the Multiple-Input, Multiple-Output Poisson Channel.- Stochastic Analysis of Jump-Diffusions for Financial Log-Return Processes.- Numerical Methods for Optimal Stopping Using Linear and Non-linear Programming.- The ODE Method and Spectral Theory of Markov Operators.- Sign-Regressor Adaptive Filtering Algorithms Using Averaged Iterates and Observations.- Kalman-Type Filters Approach for Some Nonparametric Estimation Problems.- Detection and Estimation in Stochastic Systems with Time-Varying Parameters.- Asymptotic Normality in Partially Observed Diffusions with Small Noise: Application to FDI.- Stochastic Lagrangian Adaptive LQG Control.- Optimal Control of Linear Backward Stochastic Differential Equations with a Quadratic Cost Criterion.- Hilbert Spaces Induced by Toeplitz Covariance Kernels.- Error Analysis of a Max-Plus Algorithm for a First-Order HJB Equation.- Optimal Strategies for Ergodic Control Problems Arising from Portfolio Optimization.- Finite Horizon Full-State Feedback kCC Control in Civil Structures Protection.- Robust Stochastic Maximum Principle: A Measured Space as Uncertainty Set.- On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost.- A Risk-Sensitive Generalization of Maximum APosterior Probability (MAP) Estimation.- Bayesian Adaptive Control of Discrete Time Partially Observed Markov Processes.- Portfolio Optimization in Markets Having Stochastic Rates.- Moment Problems Related to the Solutions of Stochastic Differential Equations.- -Transform, Normal Functionals, and Lévy Laplacian in Poisson Noise Analysis.- Probabilistic Rate Compartment Cancer Model: Alternate versus Traditional Chemotherapy Scheduling.- Finite-Dimensional Filters with Nonlinear Drift. XII: Linear and Constant Structure of Wong-Matrix.- The Stability Game.- Bayes Estimation via Filtering Equation for O-U Process with Discrete Noises: Application to the Micro-Movement of Stock Prices.- Hybrid Filtering.