Controlled diffusion processes

This article gives an overview of the developments in controlled diffusion processes, emphasizing key results regarding existence of optimal controls and their characterization via dynamic programming for a variety of cost criteria and structural assumptions. Stochastic maximum principle and control under partial observations (equivalently, control of nonlinear filters) are also discussed. Several other related topics are briefly sketched.Comment: Published at http://dx.doi.org/10.1214/154957805100000131 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org

Analysis Of The Girth For Regular Bi-partite Graphs With Degree 3

The goal of this paper is to derive the detailed description of the Enumeration Based Search Algorithm from the high level description provided in [16], analyze the experimental results from our implementation of the Enumeration Based Search Algorithm for finding a regular bi-partite graph of degree 3, and compare it with known results from the available literature. We show that the values of m for a given girth g for (m, 3) BTUs are within the known mathematical bounds for regular bi-partitite graphs from the available literature

Parameter estimation in stochastic systems: some recent results and applications

Some recent work on the characterization of almost sure limit sets for maximum likelihood estimates for stochastic systems is reviewed. Applications to allied topics such as input selection for identification, model selection, self-tuning etc. are briefly discussed