Fleming, Wendell H. (Wendell Helms) 1928
Overview
Works:  106 works in 367 publications in 5 languages and 4,878 library holdings 

Genres:  Conference papers and proceedings Criticism, interpretation, etc 
Roles:  Author, Editor, Other 
Classifications:  QA402.3, 629.8312 
Publication Timeline
.
Most widely held works by
Wendell H Fleming
Functions of several variables by
Wendell H Fleming(
Book
)
59 editions published between 1963 and 1987 in 4 languages and held by 1,181 WorldCat member libraries worldwide
For a college course at the advanced undergraduate level
59 editions published between 1963 and 1987 in 4 languages and held by 1,181 WorldCat member libraries worldwide
For a college course at the advanced undergraduate level
Deterministic and stochastic optimal control by
Wendell H Fleming(
Book
)
35 editions published between 1975 and 2012 in 4 languages and held by 644 WorldCat member libraries worldwide
The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. The second part introduces stochastic optimal control for Markov diffusion processes. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle
35 editions published between 1975 and 2012 in 4 languages and held by 644 WorldCat member libraries worldwide
The first part of this book presents the essential topics for an introduction to deterministic optimal control theory. The second part introduces stochastic optimal control for Markov diffusion processes. It also includes two other topics important for applications, namely, the solution to the stochastic linear regulator and the separation principle
Controlled Markov processes and viscosity solutions by
Wendell H Fleming(
Book
)
44 editions published between 1986 and 2010 in English and Italian and held by 553 WorldCat member libraries worldwide
"This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. The authors approach stochastic control problems by the method of dynamic programming."Résumé de l'éditeur
44 editions published between 1986 and 2010 in English and Italian and held by 553 WorldCat member libraries worldwide
"This book is intended as an introduction to optimal stochastic control for continuous time Markov processes and to the theory of viscosity solutions. Stochastic control problems are treated using the dynamic programming approach. The authors approach stochastic control problems by the method of dynamic programming."Résumé de l'éditeur
Recent mathematical methods in dynamic programming : proceedings of the conference held in Rome, Italy, March 2628, 1984 by
I Capuzzo Dolcetta(
Book
)
18 editions published in 1985 in English and German and held by 394 WorldCat member libraries worldwide
18 editions published in 1985 in English and German and held by 394 WorldCat member libraries worldwide
Advances in filtering and optimal stochastic control : proceedings of the IFIPWG 7/1 working conference, Cocoyoc, Mexico,
February 16, 1982 by
Wendell H Fleming(
Book
)
21 editions published between 1982 and 2014 in English and German and held by 300 WorldCat member libraries worldwide
21 editions published between 1982 and 2014 in English and German and held by 300 WorldCat member libraries worldwide
Stochastic differential systems, stochastic control theory, and applications by
Wendell H Fleming(
Book
)
17 editions published in 1988 in English and held by 268 WorldCat member libraries worldwide
This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation
17 editions published in 1988 in English and held by 268 WorldCat member libraries worldwide
This volume has resulted from an IMA workshop that sought to provide a mix of topics from both traditional areas of stochastic control theory and newer areas of application. The papers represent a diversity of approaches and points of view and emphasize to different extents the underlying mathematical theory, or modeling issues or questions of computational implementation
Stochastic analysis, control, optimization, and applications : a volume in honor of W.H. Fleming by
William M McEneaney(
Book
)
5 editions published between 1998 and 1999 in English and held by 173 WorldCat member libraries worldwide
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
5 editions published between 1998 and 1999 in English and held by 173 WorldCat member libraries worldwide
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
Report of the Panel on Future Directions in Control Theory : a mathematical perspective by
Society for Industrial and Applied Mathematics(
Book
)
7 editions published between 1988 and 1989 in English and held by 47 WorldCat member libraries worldwide
7 editions published between 1988 and 1989 in English and held by 47 WorldCat member libraries worldwide
Stochastic optimal control, international finance and debt by
Wendell H Fleming(
Book
)
5 editions published in 2002 in English and held by 21 WorldCat member libraries worldwide
We use stochastic optimal controldynamic programming (DP) to derive the optimal foreign debt/net worth, consumption/net worth, current account/net worth, and endogenous growth rate in an open economy. Unlike the literature that uses an Intertemporal Budget Constraint (IBC) or the Maximum Principle, the DP approach does not require perfect foresight or certainty equivalence. Errors of measurement and the effects of unanticipated shocks are corrected in an optimal manner. We contrast the DP and IBC approaches, show how the results of the dynamic programming approach can be interpreted in a traditional simple meanvariance/TobinMarkowitz context, and explain why our results are generalizations of the Merton model
5 editions published in 2002 in English and held by 21 WorldCat member libraries worldwide
We use stochastic optimal controldynamic programming (DP) to derive the optimal foreign debt/net worth, consumption/net worth, current account/net worth, and endogenous growth rate in an open economy. Unlike the literature that uses an Intertemporal Budget Constraint (IBC) or the Maximum Principle, the DP approach does not require perfect foresight or certainty equivalence. Errors of measurement and the effects of unanticipated shocks are corrected in an optimal manner. We contrast the DP and IBC approaches, show how the results of the dynamic programming approach can be interpreted in a traditional simple meanvariance/TobinMarkowitz context, and explain why our results are generalizations of the Merton model
Stochastic intertemporal optimization in discrete time by
Wendell H Fleming(
Book
)
4 editions published in 2000 in English and held by 21 WorldCat member libraries worldwide
4 editions published in 2000 in English and held by 21 WorldCat member libraries worldwide
A stochastic optimal control approach to international finance and foreign debt by
Wendell H Fleming(
Book
)
6 editions published between 1999 and 2000 in English and held by 20 WorldCat member libraries worldwide
6 editions published between 1999 and 2000 in English and held by 20 WorldCat member libraries worldwide
Mathematical finance(
Book
)
2 editions published in 1995 in English and held by 20 WorldCat member libraries worldwide
2 editions published in 1995 in English and held by 20 WorldCat member libraries worldwide
Undergraduate mathematical sciences in universities, fouryear colleges, and twoyear colleges, 198081 by
James T Fey(
Book
)
3 editions published in 1981 in English and held by 11 WorldCat member libraries worldwide
3 editions published in 1981 in English and held by 11 WorldCat member libraries worldwide
On weak convergence of strategies in certain games over a function space by
Wendell H Fleming(
Book
)
2 editions published in 1952 in English and held by 10 WorldCat member libraries worldwide
2 editions published in 1952 in English and held by 10 WorldCat member libraries worldwide
A simple type of game over function space, convex for the minimizing player by
John M Danskin(
Book
)
2 editions published in 1952 in English and held by 9 WorldCat member libraries worldwide
2 editions published in 1952 in English and held by 9 WorldCat member libraries worldwide
Minmax theorem for a class of games over a function space by
Wendell H Fleming(
Book
)
1 edition published in 1952 in English and held by 8 WorldCat member libraries worldwide
1 edition published in 1952 in English and held by 8 WorldCat member libraries worldwide
Numerical Methods and Approximation and Modelling Problems in Stochastic Control Theory by
W Fleming(
Book
)
7 editions published between 1979 and 1988 in English and Undetermined and held by 7 WorldCat member libraries worldwide
Many areas of stochastic control were studied in this period. MonteCarlo algorithms of type appearing in adaptive systems were studied and stability, convergence and rate of convergence results obtained. The analytical techniques developed for this purpose have a wide applicability in the study of similar algorithms. Robust computationally oriented approximations to optimal nonlinear filters were developed. A deep study of how to find the Markov system that best approximates a given nonlinear system with a wide bandwidth input was undertaken and very good results obtained. The problem is important in control and communication theory because it is usually desired to use the many available methods for analyzing Markov systems. The results obtained seem to be the best available so far and application to control and communication theory are being pursued. Optimal stochastic control problems under the condition of partial information on the system state were studied and a new formulation, similar to that of the nonlinear filtering problem, developed. The approach seems promising in providing qualitative information on this difficult class of problems. Part of the technique uses measurevalued processes in a way which has wider applicability to problems involving distributed states or information. (Author)
7 editions published between 1979 and 1988 in English and Undetermined and held by 7 WorldCat member libraries worldwide
Many areas of stochastic control were studied in this period. MonteCarlo algorithms of type appearing in adaptive systems were studied and stability, convergence and rate of convergence results obtained. The analytical techniques developed for this purpose have a wide applicability in the study of similar algorithms. Robust computationally oriented approximations to optimal nonlinear filters were developed. A deep study of how to find the Markov system that best approximates a given nonlinear system with a wide bandwidth input was undertaken and very good results obtained. The problem is important in control and communication theory because it is usually desired to use the many available methods for analyzing Markov systems. The results obtained seem to be the best available so far and application to control and communication theory are being pursued. Optimal stochastic control problems under the condition of partial information on the system state were studied and a new formulation, similar to that of the nonlinear filtering problem, developed. The approach seems promising in providing qualitative information on this difficult class of problems. Part of the technique uses measurevalued processes in a way which has wider applicability to problems involving distributed states or information. (Author)
Note on games over a function space with homogeneous kernels by
Wendell H Fleming(
Book
)
1 edition published in 1952 in English and held by 6 WorldCat member libraries worldwide
1 edition published in 1952 in English and held by 6 WorldCat member libraries worldwide
Correlation theory of statistically optimal systems by
N. I Andreev(
Book
)
3 editions published in 1969 in English and held by 6 WorldCat member libraries worldwide
3 editions published in 1969 in English and held by 6 WorldCat member libraries worldwide
Adv in Filtering and Optimal Stochastic Control by
Wendell H Fleming(
)
in English and held by 0 WorldCat member libraries worldwide
in English and held by 0 WorldCat member libraries worldwide
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Related Identities
 Soner, H. Mete
 Rishel, Raymond W.
 Zolezzi, T. (Tullio) 1942 Other Editor
 Capuzzo Dolcetta, I. (Italo) 1948 Other Author Editor
 Gorostiza, L. G. (Luis G.) 1939 Editor
 Lions, P. L. (PierreLouis) Other Editor
 IFIP WG 7.1 Editor
 McEneaney, William M.
 Zhang, Qing 1959
 Yin, George 1954
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Associated Subjects
Automatic control Computer science Control theory Debts, ExternalMathematical models Differentiable dynamical systems Diffusion processes Distribution (Probability theory) Dynamic programming Engineering Engineering mathematics Evolution equations, Nonlinear Filters (Mathematics) Finance Functions Functions of several real variables Game theory International financeMathematical models InvestmentsMathematical models InvestmentsMathematics Markov processes Mathematical analysis Mathematical optimization Mathematics MathematicsStudy and teaching (Higher) Montale, Eugenio, Operations research Probabilities Saba, Umberto, SecuritiesMathematical models Stochastic analysis Stochastic control theory Stochastic differential equations Stochastic processes Stochastic systems Structural control (Engineering) Twoperson zerosum games Ungaretti, Giuseppe, United States Viscosity solutions
Alternative Names
Fleming, U.
Fleming, U. 1928
Fleming, W.
Fleming, W. 1928
Fleming, W.H.
Fleming, W. H. 1928
Fleming, W. H. (Wendell Helms), 1928
Fleming, W. (Wendell), 1928
Fleming, Wendell
Fleming, Wendell 1928
Fleming, Wendell H.
Fleming, Wendell H. 1928
Fleming, Wendell H. (Wendell Helms), 1928
Fleming Wendell Helms
Fleming, Wendell Helms 1928
Wendell Fleming Amerikaans wiskundige
Wendell Fleming amerikansk matematikar
Wendell Fleming amerikansk matematiker
Wendell Fleming mathématicien américain
Wendell Fleming USamerikanischer Mathematiker
Венделл Флеминг американский математик
وندل فلمینگ ریاضیدان آمریکایی
溫德爾·弗萊明
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