Monday, July 22

8:30-10:30 AM

## MS1

Stochastic Filtering and Control

This minisymposium focuses on two major topics in stochastic system theory, nonlinear filtering and ergodic control. The speakers will discuss the use of homogeneous chaos to obtain a recursive approximation to the nonlinear filter, the conditional distribution for the nonlinear filtering problem where the initial probability law is incorrect, the average (or ergodic) cost optimal control problem for Markov decision processes with unbounded cost, and the ergodic control of nonlinear stochastic partial differential equations with boundary control and noise.
**Organizer: Tyrone E. Duncan**

University of Kansas

**8:30 Nonlinear Recursive Wiener Type Filters for a Markov State Process**
- Boris Rozovskii, University of Southern California
**9:00 Evolution of Relative Entropy in Nonlinear Filtering**
- Daniel Ocone, Rutgers University, New Brunswick
**9:30 The Policy Improvement Algorithm for Markov Decision Processes with General State Space**
- Sean P. Meyn, University of Illinois
**10:00 Ergodic Control of Nonlinear Stochastic Partial Differential Equations with Boundary Control and Noise**
- Tyrone E. Duncan, Organizer; B. Maslowski, Institute of Mathematics, Prague, Czech Republic; and B. Pasik-Duncan, University of Kansas

*MMD, 5/20/96*