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Exact finite-dimensional filters for certain diffusions with nonlinear drift
Let and be independent Wiener processes, and consider the task of estimating a diffusion solving the stochastic DE dx t =f(x t )dt+dw t on the basis of noisy observations defined bydy t =x t dt+db tExpand
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Optimal rearrangeable multistage connecting networks
A rearrangeable connecting network is one whose permitted states realize every assignment of inlets to outlets — that is, one in which it is possible to rearrange existing calls so as to put in anyExpand
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Existence of Optimal Stochastic Control Laws
We give an approach to optimal control of systems described by stochastic functional-differential equations of Ito’s type : $dx(t) = f(t,x,u(t,x))dt + dw(t))$, $0 \leqq t \leqq 1$, with a cost func...
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N-stage planar optical permutation network.
This paper describes the construction of a permutation network which is advantageous for optical switching. Expand
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Existence of Optimal Strategies Based on Specified Information, for a Class of Stochastic Decision Problems
The existence of admissible strategies $\gamma ( \cdot , \cdot )$ minimizing a function $E\int_0^1 {c(t,x,\gamma (t,x))dt} $ is studied, with $x = x( \cdot ,\omega )$ a continuous stochastic process,Expand
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Statistical Theory of Communication
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On rearrangeable three-stage connecting networks
A class of three-stage connecting networks proven rearrangeable by D. Slepian is considered. Bounds on the number of calls that must be moved are obtained by some simple new methods.
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Some solvable stochastic control problemst
We find the explicit solution to several new problems in stochastic control, among them the finite-fuel problem of optimally tracking a standard Wiener process x+w t started at x by a nonanticipatingExpand
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