Applied Stochastic Analysis: Proceedings of a US-French Workshop, Rutgers University, New Brunswick, N.J., April 29 – May 2, 1991

This volume contains papers presented during a four-day

Workshop that took place at Rutgers University from 29 April

to 2 May, 1991. The purpose of this workshop was to promote

interaction among specialists in these areas byproviding

for all an up-to-date picture of current issues and

outstanding problems.

The topics covered include singular stochasticcontrol,

queuing networks, the mathematical theory of stochastic

optimization and filtering, adaptive control and the

estimation for random fields and its connections with

simulated annealing, statistical mechanics, and

combinatorial optimization.