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System Identification Using Regular and Quantized Observations
?This brief presents characterizations of identification errors under a probabilistic framework when output sensors are binary, quantized, or regular. By considering both space …
Stochastic Approximation and Recursive Algorithms and Applications
The basic stochastic approximation algorithms introduced by Robbins and MonroandbyKieferandWolfowitzintheearly1950shavebeenthesubject of an enormous literature, both theoretical …
Continuous-Time Markov Chains and Applications
This book gives a systematic treatment of singularly perturbed systems that naturally arise in control and optimization, queueing networks, manufacturing systems, and financial …
Stochastic Analysis, Control, Optimization and Applications
In view of Professor Wendell Fleming's many fundamental contributions, his profound influence on the mathematical and systems theory communi ties, his service to the profession, …
Discrete-Time Markov Chains
This book focuses on two-time-scale Markov chains in discrete time. Our motivation stems from existing and emerging applications in optimization and control of complex systems in …
Hybrid Switching Diffusions
This book encompasses the study of hybrid switching di usion processes and their applications. The word \hybrid" signi es the coexistence of c- tinuous dynamics and discrete …
Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queueing Networks, and Manufacturing Systems
This edited volume contains 16 research articles. It presents recent and pressing issues in stochastic processes, control theory, differential games, optimization, and their …
Topics in Stochastic Analysis and Nonparametric Estimation
This IMA Volume in Mathematics and its Applications TOPICS IN STOCHASTIC ANALYSIS AND NONPARAMETRIC ESTIMATION contains papers that were presented at the IMA Participating …
Wireless Communications
This IMA Volume in Mathematics and its Applications Wireless Communications contains papers based on invited lectures at the very successful IMA Sum mer Program on Wireless …