Mathematical Sciences: PROBLEMS IN STOCHASTIC CONTROL &amp;     NONLINEAR FILTERING
{'Code': '03040100', 'Directorate': {'Abbreviation': 'MPS', 'LongName': 'Direct For Mathematical & Physical Scien'}, 'Division': {'Abbreviation': 'DMS', 'LongName': 'Division Of Mathematical Sciences'}}
{'SignBlockName': 'Michael Steuerwalt', 'PO_EMAI': None, 'PO_PHON': None}
The proposed research is part of an ongoing program of work                 which revolves around problems of controlling nonlinear systems with            imperfect or partial observations. The main problems investigated               are: smoothness of the optimal value function, behaviour of the                 optimal control, the asymptotic behavior of the system as the time              or noise parameters approach zero or infinity, and establishing a               class of explicitly solvable case examples.                                         A special case of the partially observed problem with a finite              parameter set has been solved in the investigator's previous work.              It is known under the name of the so-called Adaptive Control problem            formulated  as a  stochastic control Bayesian problem. Of interest              is now the extent to which these results can be established for the             continuous parameter case.  The general partially observed problem              is another topic of interest for this investigation. Recently, the              investigator has established the general equivalence of the                     partially observed problem and the so-called separated problem,                 which is a special infinite dimensional completely observed problem.            The next step in this research is the establishing of the Bellman               equation. The investigator intends to rely here on the recent                   results on viscosity solutions. Finally, he intends to establish a              general continuity result, i.e. to prove that the value function                depends continuously on the generators. Another topic of interest               that the investigator wants to pursue is the exit problem.                          Stochastic control and filtering is an area of active research              with potential applications to stock management, control of noisy               dynamical systems and filtering of signals.
{'FirstName': 'Omar', 'LastName': 'Hijab', 'PI_MID_INIT': 'B', 'PI_SUFX_NAME': None, 'PI_FULL_NAME': 'Omar B Hijab', 'EmailAddress': 'hijab@math.temple.edu', 'NSF_ID': '000228211', 'StartDate': '07/01/1987', 'EndDate': None, 'RoleCode': 'Principal Investigator'}
{'Name': 'Temple University', 'CityName': 'PHILADELPHIA', 'ZipCode': '191226104', 'PhoneNumber': '2157077547', 'StreetAddress': '1805 N BROAD ST', 'StreetAddress2': None, 'CountryName': 'United States', 'StateName': 'Pennsylvania', 'StateCode': 'PA', 'CONGRESSDISTRICT': '02', 'CONGRESS_DISTRICT_ORG': 'PA02', 'ORG_UEI_NUM': 'QD4MGHFDJKU1', 'ORG_LGL_BUS_NAME': 'TEMPLE UNIVERSITY-OF THE COMMONWEALTH SYSTEM OF HIGHER EDUCATION', 'ORG_PRNT_UEI_NUM': 'QD4MGHFDJKU1'}
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{'Code': '1266', 'Text': 'APPLIED MATHEMATICS'}
{'url': 'https://www.nsf.gov/awardsearch/download?DownloadFileName=1987&All=true', 'xml': '8707574.xml'}