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Stochastic control
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101	TITLE: The value of information in stochastic control and finance ABSTRACT: What is the optimal portfolio for an agent in a financial market? This is a classical problem of great interest both to researchers in mathemati Add to Reading List Source URL: www.cas.uio.no Language: English - Date: 2015-02-09 04:57:33
102	Research Statement Araz Hashemi My research interests lie in the fields of applied probability and statistics. My primary research focuses on problems arising in identification and control of stochastic systems. Much of Add to Reading List Source URL: www.arazhashemi.com Language: English - Date: 2014-06-16 19:08:04
103	Microsoft PowerPoint - AdityaKhanna [Compatibility Mode] Add to Reading List Source URL: www.csss.washington.edu Language: English - Date: 2009-07-06 18:05:50 Stochastic differential equations Control theory
104	Robust Control and Model Uncertainty Lars Peter Hansen Thomas J. Sargent January 22, 2001 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:07 Mathematical analysis Multiplier Girsanov theorem Risk-neutral measure Progressively measurable process Wiener process Brownian motion Statistics Stochastic processes Probability theory
105	Srikant, R. and Lei Ying. Communication Networks: An Optimization, Control, and Stochastic Networks Perspective. New York, NY: Cambridge University Press, 2014, 352 pp. $Hardbound). Communication Networks blends c Add to Reading List Source URL: www.signalprocessingsociety.org Language: English - Date: 2014-04-29 15:43:44 Systems science Robert G. Gallager Pravin Varaiya Science Institute of Electrical and Electronics Engineers Engineering
106	Numerical solution of dynamic equilibrium models under Poisson uncertainty∗ Olaf Posch(a) and Timo Trimborn(b) (a) Hamburg University and CREATES, (b) University of G¨ottingen February 2013 Add to Reading List Source URL: www.oposch.com Language: English - Date: 2013-06-26 07:49:14 Differential equations Mathematical optimization Optimal control Differential calculus Multivariable calculus Partial differential equation Bellman equation Stochastic differential equation Ordinary differential equation Calculus Mathematical analysis Mathematics
107	Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005 Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:54 Dynamic programming Statistical theory Stochastic control Hamilton–Jacobi–Bellman equation Optimal control Partial differential equation Kullback–Leibler divergence Statistics Mathematical analysis Mathematics
108	Robust Estimation and Control under Commitment Lars Peter Hansen∗ Thomas J. Sargent‡† May 4, 2010 When Shannon had invented his quantity and consulted von Neumann on what Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:03:56 Information theory Stochastic processes Martingale theory Game theory Martingale Entropy Kullback–Leibler divergence Independence Normal distribution Statistics Probability and statistics Statistical theory
109	Formalizing and Enforcing Purpose Restrictions on Information Use Michael Carl Tschantz Carnegie Mellon University Anupam Datta Add to Reading List Source URL: csf2012.seas.harvard.edu Language: English - Date: 2012-07-05 18:15:11 Data privacy Privacy law Dynamic programming Partially observable Markov decision process Stochastic control Privacy policy Internet privacy Health Insurance Portability and Accountability Act Privacy Ethics Statistics Law
110	nocommit_revision_2010.dvi Add to Reading List Source URL: www.tomsargent.com Language: English - Date: 2015-04-08 13:04:21 Probability and statistics Stochastic differential equations Markov processes Dynamic programming Markov chain Lars Peter Hansen Bellman equation Filtering problem Kalman filter Statistics Control theory Markov models

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