EAN: 9781461272816

SYSTEMS & CONTROL FOUNDATIONS & 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  and his
dedication to mathematics  we have invited a number of leading experts in the fields of control
optimiza tion  and stochastic systems to contribute to this volume in his honor on the occasion
of his 70th birthday. These papers focus on various aspects of stochastic analysis  control
theory and optimization  and applications. They include authoritative expositions and surveys
as well as research papers on recent and important issues. The papers are grouped according to
the following four major themes: (1) large deviations  risk sensitive and Hoc control  (2)
partial differential equations and viscosity solutions  (3) stochastic control  filtering and
parameter esti mation  and (4) mathematical finance and other applications. We express our deep
gratitude to all of the authors for their invaluable contributions  and to the referees for
their careful and timely reviews. We thank Harold Kushner for having graciously agreed to
undertake the task of writing the foreword. Particular thanks go to H. Thomas Banks for his
help  advice and suggestions during the entire preparation process  as well as for the generous
support of the Center for Research in Scientific Computation. The assistance from the
Birkhauser professional staff is also greatly appreciated.

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