Book Description
This volume contains contributions to a conference on filtering, optimal stochastic control, and related topics, held in Cocoyoc, Mexico, in February 1982. In addition to specialists in nonlinear filtering and stochastic control, several outstanding probabilists working in related fields were an important element in the conference. The focus was not only on the mathematical aspects of the theory, but on newer areas of application and on numerical techniques of approximate solutions to problems in filtering and stochastic control.