Series Editors

Prof. A. V. Balakrishnan Prof. Dr.-lng. M. Thoma

University of California Technische Universitat
Department of Systems lnstitut tor Regelungstechnik
Science Appelstr. 11
Los Angeles, CA 90024 3000 Hannover
USA

Advisory Board

Prof. L. Davisson Prof. J. Massey

Dept. of Electrical Engineering Eidgenossische Technische Hoch-
University of Maryland schule
College Park, Maryland 20742 ETH-Zentrum
U.S.A. CH-8092 ZOrich
Switzerland
Prof. H. Kwakernaak
Twente University of Technology Prof. Y. Z. Tsypkin
Dept. of Applied Mathematics Institute of Control Sciences
P.O. Box 217 USSR Academy of Sciences
Enschede-Drienerlo 81, Profsoyuznaya
Netherlands Moscow, B-279, 117342
USSR
Prof. A. G. J. MacFarlane
Dr. A. Viterbi
University Engineering Department
Linkabit Corporation
Control Engineering Group
Mill Lane 10453 Roselle St.
Cambridge- CB2 1 RX San Diego, CA 92121
England U.S.A.
Editors' Remarks

The idea of publishing high-level scientific manuscripts in a more informal way began in
1964 with Lecture Notes in Mathematics. In the meantime, more than 875 volumes of this
series have appeared along with several other Lecture Notes series of different subjects,
proving the outstanding acceptance of this type of publication by the scientific community.
The term "Lecture Notes" can now be regarded as a Springer trademark.

The advantage of this informal, yet top-level publication is its short production time and
comparatively low price. Authors are also free to publish their material in any other context
after the appearance of a Lecture Notes volume. In addition, authors receive 75 complimen-
tary copies of their contribution which they can disseminate to interested colleagues.

When Springer-Verlag approached us to discuss the need for a new Lecture Notes series in
CONTROL and INFORMATION SCIENCES (LNCIS) it was rather easy for us to support this
idea for two reasons. First, as already mentioned, the Lecture Notes series are regarded by
leading scientists and engineers as a high-quality publication. Second, the fields of control
and information science have become important areas of engineering and science in the
last two decades. And nowadays these fields have a high degree of influence on our
technological development.

Lecture Notes in Control and Information Sciences provide informal up to date reports in an
area characterized by rapid theoretical development in conjunction with concrete practical
applications. The topics covered include optimization, systems analysis, information and
communication (including communication networks), and control systems.

Books in the series range from theoretical and/or practically oriented research or state of
the art reports to conference proceedings.

The main goal of the publishers as well as the editors is a publication of superior stature
which is in the interest of both authors and readers. General policy therefore requires that
each volume be carefully considered before a decision about its acceptance is reached. Any
questions and/or proposals sent to one of the series editors or to Springer-Verlag are always
welcome. The success of a series like LECTURE NOTES IN CONTROL AND INFORMATION
SCIENCES depends by and large on the interest and support of the scientific and engi-
neering community. We hope that this new Lecture Notes series will interest the broad
range of professionals concerned with control and/or information sciences.
A. V. Balakrishnan M. Thoma
 2

Title Description

Volume 1 Control Problems Governed by Hereditary Differ-

ential Systems.- P. A. Fuhrmann: On Spectral
Distributed Parameter Minimality and Fine Structure of the Shift Reali-
zation. -J. Henry: Controllability of Some Non-
Systems: linear Parabolic Equations.- R. Kluge, H. Lang-
Modelling and Identifi- mach: On Some Problem of Determination of
Functional Parameter in Partial Differential
cation Equations.- M. Kohne: Implementation of Distri-
buted Parameter State Observers.~ K. Y. Lee:
Proceedings of the IFIP Working Con-
Modeling and Estimation of Distributed Systems
ference, Rome, Italy, June 21-24, 1976 with Uncertain Parameters.- N. Levan: A State
Space Realization of Linear Distributed Parame-
Editor: A. Ruberti ter System (DPS) Transfer Operators. -A. J.
1978. 42 figures. V, 458 pages Pritchard, E. P. Ryan: Control and Identification
of Distributed Parameter Systems.- R. Triggiani:
OM 50,-; approx. US$ 23.30
On the Relationship Between First and Second
ISBN 3-540-08405-3 Order Controllable Systems in Banach Spaces.-
S. G. Tzafestas: Application of the Innovations
Contents: Survey Papers:A. V. Balakrishnan: Technique to Distributed-Parameter Detection
Identification of Distributed Parameter Systems: and Estimation Problems.- P. K. C. Wang: Iden-
Non-Computational Aspects. -J. L. Lions: Some tification Problems in Plasma Physics.- D. C.
Aspects of Modelling Problems in Distributed Washburn: A Semigroup Theoretic Approach to
Parameter Systems. -J. H. Seinfeld, M. Koda: Modeling of Boundary Input Problems.
Numerical Implementation of Distributed Para-
meter Filters with Application to Problems in Air
Pollution.- Contributed Papers: S. E. Aidarous: Volume 2
On the Structure of the Control Subsystem for
Stochastic Distributed Parameter Systems.- New Trends in
S. E. Aidarous, M. R. Gevers, M. J. lnstalle: On the
Asymptotic Behavior of Sensors' Allocation
Systems Analysis
Algorithm in Stochastic Distributed Systems.- International Symposium, Versailles,
M. Amouroux, J. P. Babary, C. Malandrakis: France, December 13-17, 1976
Optimal Location of Sensors for Linear Stochas-
tic Distributed Parameter Systems. -A. Bagchi:
Linear Smoothing in Hilbert Space. -J. S. Baras:
Editors: A. Bensoussan,
Infinite Dimensional Filtering Problems in Opti- J. L. Lions
cal Communication Systems.- C. Bruni, 1977. 104 figures, 32 tables. VII,
G. Koch: A Degenerate (Bounded Rate) Class of 759 pages (101 pages in French)
Distributed Parameter Systems. -Z. Bubnicki,
OM 68,-; approx. US$ 31.70
A. Kaczkowski, K. Nitka: Mathematical Model
and Identification of CO-Conversion Process.- ISBN 3-540-08406-1
L. Carotenuto, G. di Pilla, G. Raiconi:The Doubly
Cubic Spline in the Identification of a Class of Contents: Table des matieres: Control of Distri-
DPS, with Application to an Underground buted Parameter Systems/Controle des Sys-
Aquifer.- G. Chavent: About the Identification temes Distribues: E. C. Hoppensteadt:Optimal
and Modelling of Miscible or Immiscible Dis- Exploitation of a Spatially Distributed Fishery.-
placements in Porous Media.- P. Colli Franzone, S. Tzafestas: Distributed Parameter Nuclear
M. Stefanelli, C. Viganotti: Identification of a Reactor Optimal Controi.-P. K. C. Wang:On a
Distributed Model for Ferro kinetics.- R. F. Cur- Class of Optimization Problems Involving
tain, A. Ichikawa: Optimal Location of Sensors Domain Variations.- B. v. d. Bosch: Parameter
for Filtering for Distributed Systems.- M. C. Estimation in Distributed Chemical Systems.-
De/four, F. Trochu: Discontinuous Finite Ele- W. F. Ramirez, D. E. Clough: On-Line Estimation
ment Methods for the Approximation of Optimal and Identification of aNon-Linear, Distributed
 3

Parameter Process: The Dehydrogenation of Optimal Controi.-J. Zabczyk: A Selection Prob-

Ethyl benzene to Form Styrene in a Tubular, lem Associated to a Renewal Process.- E.
Fixed-Bed, Catalytic Reactor.- Y. Kuroda, A. Ge/enbe: Existence and Uniqueness of Station-
Makino: Some"Problems Arising in Distributed ary Distributions in a Model of Roll-Back-Recov-
Parameter Reactor Systems.- A. V. Balakrish- ery.- Control of Economic Systems/Contr61e
nan: Likelihood Ratios for Time-Continuous des Systemes Economiques: M. Aoki: Some
Data Models: The White Noise Approach.- H. 0. Application of Control and System Theory in a
Fattorini: Estimates for Sequences Biorthogonal Model of Dynamic Open Economy. -N. Mois-
to Certain Complex/Exponentials and Boundary seev: Systemes cybernetiques et Problemes de
Control of the Wave Equation.- F. K. Greiss, Ia gestion des processus economiques.- M.
W. H. Ray: The Application of Distributed Para- De/eau, B. A. Oudet, P. Malgrange: L'Application
meter State Estimation Theory to a Metallurgical du contr61e aux modeles Macroeconomiques
Casting Operation.- M. Sarine: Boucle ouverte Francais: Experiences et perspectives d 'aven i r.
et boucle fermee adaptee pour les systemes -J. H. Westcott: An Experiment on Controlling a
a
distribues, un exemple d'application Ia com- National Economy.-K. D. Wall: Time-Varying
mande en temps reel d'un processus. -Industrial Models in Econometrics: Identifiability and Esti-
Robotics and Applications of Microprocessors/ mation.- P. Nepomiastchy: Methodes d'opti-
Robotique lndustrielle et Applications des Mi- mization adaptees aux Modeles Macroeconomi-
croprocesseurs: E. Freund, M. Syrbe: Control of ques.- Environment and Pollution/Environne-
Industrial Robots by means of Microprocessors. ment et Pollution: Y. Sawaragi, K.lnoue,
- J. L. Nevins, D. E. Whitney: Categorization and H. Nakayama: A Decision Making Model for
Status of Assembly Research.- C. J. Page, Environmental Management Systems.-
A. Pugh, W. B. Heginbotham: Tactile Imaging for A. Muramatsu, T. Watanabe, H. Aka ike: Inte-
Component Recognition.- L. J. Quagliata, Tze- grated Model for Predicting the Regional Pollu-
Thong Chien, A. L. Hopkins Jr., J. Scott Rhodes: tion for the Local Governments. -J. lisaka:
Design and Analysis of Mass Production of Auto- Environment Potential Survey by Remote Sen-
motive Parts.- Systems Analysis in ProbJems of sing.- W. K. Foell, J. Buehring, W. Buehring, R.
Energy/Application de L'Analyse de Systemes Dennis, K.lto, R. Keeney, B. Lapillonne: Long
aux Problemes de L'Energie: W. Hafele, R. Bilrk, Term Pol icy Assessment of Energy/Environment
M. Breitenecker, C. Riedel: Macro-Economic Futures: A Systems Approach.- G. Halbritter: A
Models, Differential Topology and Energy Mathematical Model for Finding Compromises
Strategies. -J. Weingart: Systems Aspects of for Siting of Industrial Plants.- D. M. Dubois: On
Large Scale Solar Energy Conversion.- J. L. Temporal and Spatial Structure in Modes Sys-
Abatut: Analyse de systemes et les problemes tems and Application to Ecological Patchiness.
posesparl'energiesolaire.-H. R. Gruemm:
Resilience and its Application to Energy Sys-
tems.- G. Kaufmann, E. Barouch: Stochastic
Modeling of Natural Resource Discovery- The
Case of Oil and Gas.- P. Courrege, J. M. Lasry:
Optimization du champ de miroirs d'une cen- Volume 3
a
trale solaire concentation Ponctuelle.- Appli-
cations of Control Theory/Applications de Ia Differential Games and
Theorie du Contr61e: H. Kwakernaak: Applica-
tion of Control Theory to Population Policy.-
Applications
K. J. Astrom: Some Aspects on the Control of Proceedings of a Workshop,
Large Tankers. -J. Casti: System Theory and Enschede, Netherlands,
Some of its Applications in Ecology, Water March
Resources and Energy.- M. C. De/four, A. Mani-
16-25, 1977
tius: Control Systems With Delays: Areas of
Applications and Present Status of the Linear
Theory. -I. D. Landau, B. Courtiol, A. Fracon, L. Editors: P. Hagedorn,
Muller: Applications de Ia Theorie du Contr61e H. W. Knobloch, G. J. Olsder
dans les Acieries.- W. Findeisen: Multilevel 1977. 60 figures, 6 tables.
Structures for Control Systems.- J. Karppinen,
B. Blomsnes: An Application of Optimization XII, 236 pages
Methods to Spatial Control of Nuclear Reactor DM 28,-; approx. US$ 13.10
Cores. -J. A. Bather: Free Boundary Problems in ISBN 3-540-08407-X
 4

Contents: P. Bernhard: Singular Surfaces in VolumeS

Differential Games: An Introduction. A. Bla- D. J. Clements,
quiere: Differential Games with Piece-Wise Con-
tinuous Trajectories. J. V. Breakwe/1: Zero-Sum
B. D. 0. Anderson
Differential Games with Terminal Payoff. J. Case:
Two Lectures on Cournot's Problem. R. Elliott:
Singular Optimal
The Existence of Optimal Strategies and Saddle Control: The Linear-
Points in Stochastic Differential Games. R. Elliot:
Feedback Strategies in Deterministic Differential Quadratic· Problem
Games. 0. Hajek: Toward a General Theory of 1978. V, 93 pages
Pursuit and Evasion. G. Leitmann: Many-Player DM 18,50; approx. US$ 8.60
Differential Games. G. J. 0/sder: On Observation
Costs and Information Structures in Stochastic ISBN 3-540-08694-3
Differential Games. E. 0. Roxin: Differential
Games with Partial Differential Equations. T. L. Contents: Singular Linear-Quadratic Optimal
Vincent: Collision Avoidance at Sea. T. L. Vin- Control- A Broad Brush Perspective.- Robust
cent: Environmental Adaption by Annual Plants. Linear-Quadratic Minimization.- Linear-
Quadratic Singular Control: Algorithms.- Dis-
crete-Time Linear-Quadratic Singular Control
and Constant Directions. - Open Questions.
Volume 4
M.A. Crane, A. J. Lemoine This monograph is aimed at advanced graduate
students, researchers and users of singular opti-
An Introduction to the mal control methods. It presumes prior exposure
to the standard linear-quadratic regulator prob-
Regenerative Method for lem, and a general maturity in linear systems
Simulation Analysis theory. A number of advances in singular, linear-
quadratic control have taken place very recently.
1977. 4 figures, 10 tables. VII, The book is intended to present an up-to-date
111 pages account of many of these. Atthe same time, the
DM 18,50; approx. US$ 8.60 book presents a unified view of various
approaches to singular optimal control, many of
ISBN 3-540-08408-8 which are apparently unrelated.

Contents: Basic Examples and Motivation.- The

Regenerative Methods.- More Examples of
Regenerative Processes.- The Regenerative Volume 6
Approach and Discrete- Event Simulations.-
Approximation Techniques.-Aiternative Ratio Optimization Techni-
Estimators.- Some Other Results.
ques
Many real-world problems involve stochastic Proceedings of the 8th IFIP Confer-
systems. The most practical approach to their ence on Optimization Techniques,
study is through simulation. Until recently, how-
WOrzburg, September 5--9, 1977
ever, the statistical methodology available to
simulators for analyzing the output of simula- Part 1
tions of stochastic systems has been quite
limited. A new technique of analysis called the Editor: J. Stoer
regenerative method has recently been 1978. 115 figures. XIII, 528 pages
developed to deal with these problems. The DM 55,-; approx. US$ 25.60
method can produce valid and substantive
statistical results for a very large and important ISBN 3-540-08707-9
set of simulations of systems with random ele-
ments. The goal ofth is book is to presentthe Contents: Invited Speakers:A. V. Balakrish-
basic ideas and results of the regenerative nan: Stochastic Optimization: Time-Continuous
method in a manner which may be easily under- Data Models. M. R. Hestenes: Conjugate Di rec-
stood by all potential users. ti on Methods in Optimization. J. L. Lions:
 5

Remarks on the Relationships between Free Related Methods for Optimization of Partial Dif-
Surfaces and Optimal Control of Distributed Sys- ferential Equation Systems. R. Klotzler: A
tems. G. I. Marchuk: Some Mathematical Models Generalization of the Duality in Optimal Control
in Immunology. H. J. Sussmann: On Some Self- and Some Numerical Conclusions. W. Krabs: On
Immunization Mechanisms of Applied Mathe- Optimal Damping of One-Dimensional Vibrating
matics: The Case of Catastrophe Theory.- Systems. N. Levan, L. Rigby: Stability and
Round Table Discussion on World Models"7 Stabilizability of Linear Control Systems on HIL-
D. C. J. de Jongh: World Models. H. D. Scolnik: BERT Space via Operator Dilation Theory.
World Modeling. R. Tomovic: Limitations of I. Lasiecka, K. Malanowski: On Discrete-Time
World Models.- Computational Techniques in Ritz-Galerkin Approximation of Control Con-
Optimal Control: M. C. Bartholomew-Biggs: The strained Optimal Control Problems for Parabolic
Use of Nonlinear Programming in a Direct/Indi- Equations. B. Rousselet: Optimal Design and
rect Method for Optimal Control Problems. F. Eigenvalue Problems. E. Sachs: Optimal Control
Kappel: Approximation of Functional-Differen- of Parabolic Boundary Value Problem. C.
tial Equations by Ordinary Differential Equations Saguez: A Variational Inequality Associated with
and Hereditary Control Problems. R. Gonzalez, a Stefan Problem Simulation and Control.
E. Rotman: An Algorithm to Obtain the Maximum C. L. Simionescu: Numerical Methods for a
Solution of the Hamilton-Jacobi Equation. M.P. Generalized Optimal Control Problem. R. Trig-
J. Scott, A A Dickie:Time Optimal Control of giani: A Cosine Operator Approach to Modelling
State Constrained Linear Discrete Systems.- Boundary Input Hyperbolic Systems. G. Volpi,
Stochastic Optimal Control: A Benveniste, M. P. Sguazzero:The Linearization of the Quadratic
Goursat, G. Ruget: A Robust Adaptive Procedure Resistance Term in the Equations of Motion for a
for Solving a Non Gaussian Identification Prob- Pure Harmonic Tide in a Canal and the Identifica-
lem. R. Drenick: Optimization and Uncertainty. tion of the CHEZY Parameter C. -Immunology,
A Bagchi, H. Kwakernaak: The Separation Disease and Control Theory: D. Dubois,
Principle for the Control of Linear Stochastic G. Montfort: Stochastic Simulation of Space-
Systems with Arbitrary Information Structure. S. Time Dependent Predator-Prey Models. C.
Maurin: A Decomposition Scheme for the Hamil- Bruni, A Germani, G. Koch:Optimal Derivation
ton-Jacobi Equation. D. J. Mellefont, R. W. H. of Antibody Distribution in the Immune
Sargent: Calculation of Optimal Measurement Response from Noisy Data. R. R. Mohler, C. F.
Policies for Feedback Control of Linear Stochas- Barton: Compartmental Control Model of the
tic Systems. U. Pursiheimo: On the Optimal Immune Process. A S. Perelson: The lgM-IgG
Search for a Moving Target in Discrete Space. M. Switch Looked at from a Control Theoretic View-
Robin: Optimal Maintenance and Inspection: An point.- Environmental and Energy Systems: M.
Impulsive Control Approach. L. Socha, J. Skrzy- Biel/i, G. Calicchio, M. Cini, F. Nicolo:Two-Level
pek: Application of Open Loop Control to the Optimization Techniques in Electric Power Sys-
Determination of Optimal Temperature Profile in tems. G. Halbritter: Multiobjective Programming
the Chemical Reactor. Gy. Sonnevend: Output and Siting of Industrial Plants. P. G. Harhammer:
Regulation in Partially Observable Linear Dis- Economic Operation of Electric Power System
turbed Systems. A Waberski: Reaction of Con- under Environmental Impacts./. Nakahori, I.
tinuous Dynamic Systems with Complex form Sakaguchi, J. Ozawa: An Optimum Operation of
underTime-Space Random Fields.- Differential Pump and Reservoir in Water Supply System.
Games: J. L. Goffin, A Haurie: On the Charac- K. Ogino: Optimal Expansion of Generating
terization and the Computation of the Charac- Capacity in National Electric Power Energy Sys-
teristic Function of a Game without Side Pay- tem.A G. Ulusoy, D. M. Miller: Pipeline Network
ments. G. Leitmann, H. S. Liu: Evasion in the Optimization-An Application to Slurry
Plane. G. J. Olsder, J. L. Walter: A Differential Pipelines. L. F. Escudero, AM. Vazquez-Muniz:
Game Approach to Collision Avoidance of Ships. Linear Fitting of Non-Linear Functions in Optimi-
B. Tolwinski: A Method for Computing Nash zation. A Case Study: Air Pollution Problems.
Equilibria for Non-Zero-Sum Differential Games.
-Optimal Control of Partial Differential Equa-
tions: G. Chavent, G. Cohen: Numerical Approx-
imation and Identification in a 1-D Parabolic
Degenerated Non-Linear Diffusion and Trans-
port Equation. J. Eichler: Optimization ofthe
Design of an In-Flight Refueling System. T.
Futagami: The. FE and LP Method and the
6

Volume 7 Scolnik: Generalized Inverses and a New Stable

Secant Type Minimization Algorithm. F. Slo-
Optimization Techniques boda: A Conjugate Directions Method and its
Proceedings of the 8th IFIP Confer- Application. R. W. H. Sargent, G. R. Sullivan:The
Development of an Efficient Optimal Control
ence on Optimization Techniques, Package. J. Szymanowski, A. Ruszcynski: An
Wurzburg, September 5-9, 1977 Accuracy Selection Algorithm for the Modified
Gradient Projection Method in Minimax Prob-
Part 2 lems. A. Wierzbicki, A. Janiak,. T. Kreglewski:
Single-Iterative Saddle-Point Algorithm for Solv-
Editor: J. Stoer ing Generally Constrained Optimization Prob-
1978. 82 figures. XIII, 512 pages lems Via Augmented LAG RANG Eans. -Integer
OM 55,-; approx. US$ 25.60 Programming, Networks: G. d'Atri: Improved
Lower Sounds to 0/1 Problems via LAG RAN-
ISBN 3-540-08708-7 GEan Relaxation. G. Finke: A Unified Approach
to Reshipment, Overshipment and Post-Optimi-
Contents: Mathematical Programming, Theory: zation Problems. Hai Hoc Hoang: Solving an
R. P. Hettich, H. Th. Jongen: Semi-Infinite Pro- Integer Programming Problem. D. Hausmann,
gramming: Conditions of Optimality and Appli- B. Korte: Worst Case Analysis for a Class of
cations. T. Zolezzi: On Equiwellset Minimum Combinatorial Optimization Algorithms. L.
Problems. H. Maurer, J. Zowe: Second-Order Mihalyffy: An Improved Method of Successive
Necessary and Sufficient Optimality Conditions Optima for the Assignment Problem. M. Minoux:
for Infinite-Dimensional Programming Prob- Accelerated Greedy Algorithms for Maximizing
lems.- Nonlinear and Stochastic Program- Submodular Set Functions. R. Petrovic:
ming: P. Deuflhard, V. Apostolescu: An Underre- Resource Allocation in a Set of Networks under
laxed Gauss-Newton Method for Equality Con- Multiple Objectives. Z. Pogany: An Algorithm for
strained Nonlinear Least Squares Problems. Solving the Generalized Transportation Prob-
J. Brauninger: A Modification of Robinson's lem. T. M. Simundich: An Efficient Algorithm for
Algorithm for General Nonlinear Programming Solving a Stochastic, Integer Programming
Problems Requiring only Approximate Solutions Problem Arising in Radio Navigation. S.
of Subproblems with Linear Equality Con- Walukiewicz: Using Pseudo boolean Program-
straints. U. Eckhardt: On a Minimization Problem ming in Decomposition Method. R. Slowinski, J.
in Structural Mechanics.J. N. Holt: Non-Linear Weglarz: Solving the General Project Schedul-
Least Squares Inversion of an Integral Equation ing Problem with Multiple Constrained
Using Free-Knot Cubic Splines. S. Bali, S. E. Resources by Mathematical Programming. U.
Jacobsen: On the Convergence of the Modified Zimmermann: Threshold Methods for Boolean
TUI Algorithm for Minimizing a Concave Func- Optimization Problems with Separable Objec-
tion on a Bounded Convex Polyhedron. B. D. tives.- Urban Systems: A. Lukka: Comparison
Kiekebusch-Milller: A Class of Algorithms fort he of some Educational Planning Models. R. Min-
Determination of a Solution of a System of Non- ciardi, P. P. Puliafito, R. Zoppoli: Mathematical
linear Equations. K. Marti: Stochastic Linear Programming in Health-Care Planning. M. L.
Programs with Random Data Having Stable Dis- Costa Lobo, L. Va/adares Tavares, R. Carvalho
tributions. G. G. L. Meyer: Methods of Feasible Oliveira: A Model of Housing Developing Costs
Directions with Increased Gradient Memory. Related to Location. A. Cumani, R. Del Bello, A.
P. Mitter, C. W. Ueberhuber:The Continuous Villa: An Optimum Surveillance and Control Sys-
Method of Steepest Descent and its Discretiza- tem for Synchronized Traffic Signals. K. Yajima:
tions. V. H. Nguyen, j J. Strodiot: Convergence Regional Classification Problem and Weaver's
Rate Results for a Penalty Function Method. S. S. Method. P. Vicentini, B. Zanon: A Mathematical
Oren: A Combined Variable Metric- Conjugate Model for Decision Making in Public Service
Gradient Algorithm for a Class of Large Scale Planning.- Economics: M. T. Hilhorst, G. J.
Unconstrained Minimization Problems. V. E. 0/sder, C. W. Strijbos: Optimal Control of Re-
Krivonozhko, A./. Propoi: Simplex Method for gional Economic Growth. H. Myoken, Y. Uchida:
Dynamic Linear Program Solution. K. Schitt- System Modeling for Interconnected Dynamic
kowski: An Adaptive Precision Method for the Economy and the Decentralized Optimal Con-
Numerical Solution of Constrained Optimization trol. M. Luptacik: Economic Consequences of a
Problems Applied to a Time-Optimal Heating Change in Demographic Patterns: A Linear
Process. A. Friedlander, J. M. Martinez, H. D. Programming Model. -Operations Research:
 7

F. Archetti, B. Betro: The Multiple Covering ate Banach space. Using this unifying mathemat-
Problem and its Application to the Dimensioning ical approach it is possible to clarify the essential
of a Large Scale Seismic Network. M. Cirina: A conC1ilpts of observability, controllability, the
Remark on Econometric Modelling, Optimiza- quadratic cost control problem, and the estima-
tion and Decision Making. J. Grabowski: Formu- tion and control problems for stochastic sys-
lation and Solution of the Sequencing Problem tems. The authors have further examined the
with Parallel Machines. A. Jakubowski: Stochas- implications of the abstract theory to specific
tic Model of Resource Allocation toR and D examples of distributed and delay systems.
Activities under Cost Value Uncertainty. C. Cold-
ing-Jergensen, 0. H. Jensen, P. Stig-Nielsen:
Sched uIi ng of Trains- An Optimization Volume 9
Approach. B. L. Miller: Optimal Portfolios where Y. M. EL-Fattah, C. Foulard
Proceeds are a Function of the Current Asset
Price. L. Bianco, B. Nicoletti, S. Ric.ciardelli: An Learning Systems:
Algorithm for Optimal Sequencing of Aircraft in
the Near Terminal Area.- Computer and Com- Decision, Simulation,
munication Networks, Software Problems:
B. Camoin: A Mathematical Model of Traffic in
and Control
Communication Networks. J. Kacprzyk, 1978. 27 figures, 2 tables. VII,
W. Stanczak: Partitioning a Computer Network 119 pages.
into Subnetworks and Allocation of Distributed DM 18,50; approx. US$ 8.60
Data Bases. H. Kondo, I. Yoshida, T. Kato: Effec-
ISBN 3-540-09003-7
tive File Allocation Method onto Disc Devices.
G. Mazzara/, E. Tomasin: Optimal File Allocation
Problem and Relational Distributed Data Bases. Contents: Abstract.- Cybernetics of Learning.-
D. F. Rufer: General Purpose Nonlinear Pro- Decision- Pattern Recognition.- Simulation-
gramming Package. Models of Collective Behavior.- Control- Finite
Markov Chains.- Epilogue.
This monograph studies the use of learning
Volume 8 systems for decision, simulation, and control.
Chapter I discusses what is meant by learning
R. F. Curtain, A. J. Pritchard systems and comments on their cybernetic mod-
Infinite Dimensional eling. Chapter II, which concerns decision, is
devoted to the problem of pattern recognition.
Linear Systems Theory Chapter Ill deals with simulation and focuses on
a certain class of collective behavior problems.
1978. VII, 297 pages Chapter IV is on control and presents a simple
OM 36,50; approx. US$ 17.00 model of finite Markov chains. For each of the
ISBN 3-540-08961-6 last three chapters numerical examples are
worked out using only computer simulations.
Contents: Semigroup Theory. -Controllability, Mathematicians and engineers in research insti-
Observability, and Stability.-Quadratic Cost tutes and at universities will appreciate this valu-
Control Problem.- Stochastic Processes and able survey.
Stochastic Differential Equations.- The State
Estimation Problem.- The Separation Principle
for Stochastic Optimal Control.- Unbounded Volume 10
Control and Sensing in Distributed Systems.- J. M. Maciejewski
Time Dependent Systems.
The philosophy underlying this book is to The Modelling of
develop a mathematical framework which
enables the generalization of the finite dimen-
Systems with Small
sional results to infinite dimensions and which Observation Sets
includes both distributed parameter systems
1978. 9 figures, 6 tables. VI, 242 pages
and differential delay systems as special cases. It
describes the system dynamics in terms of a DM 28,-; approx. US$ 13.10
strongly continuous semigroup on an appropri- ISBN 3-540-09004-5
 8

Contents: Introduction.- Survey of Related obtaining an optimum approximation to the time

Work. -A Characterisation of Modelling.- history of a process'es behavior from noisy
Incorporation of A Priori Knowledge.- Frag- observation data. The control problem is that of
ments of Programming Languages.- I.-Com- determining inputs to a process to achieve
parability.- Table Look-Up Codings.- Discus- desired goal such as maximum yield or minimum
sion and Conclusion. -Appendices: A: Formal expenditure of fuel in spite of the random dis-
Semantics of Programming Languages. B: Syn- turbances present.
tax of the Algol W-Support of the Gas-Furnace
Models. C: Table Look-Ups for the Gas-Furnace
Models. Diagrams.
The book introduces and discusses the problem
of assessing and interpreting models of systems
when only small sets of observations are avail- Volume 12
able. As a general criterion of the quality of a I. Postlethwaite,
model, the concept of Information Gain is pro-
posed. It is shown that information gain is a
A. G. J. Macfarlane
suitable criterion for a wide class of models,
including nonlinear dynamical stochastic mod-
A Complex Variable
els, and that its computation is straightforward. Approach to the Analy-
Its use for the assessment of rival models is
demonstrated. Finally the effect system observa- sis of Linear Multiva-
tions coding has on model assessment is exam-
ined.
riable Feedback
Systems
1979.53 figures. IV, 177 pages.
DM 21 ,50; approx. US$ 10.00
Volume 11 ISBN 3-540-09340-0
Y. Sawaragi, T. Soeda,
S. Omatu Contents: Introduction.- Preliminaries.-
Characteristic Gain Functions and Characteris-
Modeling, Estimation, tic Frequency Functions. -A Generalized
and Their Applications Nyquist Stability Criterion. -A Generalized
Inverse Nyquist Stability Criterion.- Multivari-
for Distributed Para- able Root Loci. -On Parametric Stability and
Future Research.- Appendices.- References.-
meter Systems Bibliography.- Index.
1978. 4 figures. VI, 269 pages This text extends the concepts underlying the
DM 32,50; approx. US$15.20 techniques of Nyquist, Bode and Evans to mul-
ISBN 3-540-09142-4 tivariable systems. It is shown how studying
complex gain as a function of complex fre-
quency, and vice versa, can be extended to the
Contents: Introduction.- Mathematical Pre- multivariable case by associating a pair of ana-
liminaries.- Optimal Estimation Problems for a lytic functions with transfer function matrices:
Distributed Parameter System.- Existence a characte-ristic gain and a characteristic fre-
Theorems for the Optimal Estimations.- Optimal quency function. The generalized Nyquist stabil-
Sensor Location Problems.- Stochastic Optimal
ity criterion for multivariable feedback systems is
Control Problems.
presented in Chapter 4. In Chapter 5 a general-
Two important problems in technology and ization of the inverse Nyquist stability criterion to
applied science are estimation and optimal con- the multivariable case is developed. The Evans'
trol of the behavior of physical processes subject root locus approach is extended to multivariable
to random disturbances and observation errors. systems in Chapter 6. The effect of parameter
This book deals with a class of problems within variations on a multivariable feedback system is
the framework of a general problem of estima- considered in Chapter? by introducing the con-
tion and control for a linear distributed parame- cepts of "parametric" root loci and "parametric"
ter system. The estimation problems are those of Nyquist loci.
 9

Volume 13 L. S. Lasdon, A. Meeraus: Solving Nonlinear

Economic Planning Models Using GRG Algo-
E. D. Sontag
rithms. K. D. Wall: Specification and Estimation
Polynomial Response of Econometric Models with Generalized Expec-
tations. A. Drud: Implementation of the Model in
Maps Codes for Control of Large Econometric Models.
1979. VIII, 168 pages. P. Nepomiastchy, B. Oudet, F. Rechenmann:
MODULECO, aide a Ia construction eta !'utilisa-
DM 23,-; approx. US$ 10.70 tion de modeles macroeconomiques. -Identifi-
ISBN 3-540-09393-1 cation, Estimation, Filtering/Identification, Esti-
mation, Filtrage: E. Wong: A Calculus of Mul-
Contents: lntroduction.-Aigebraic Pre- ti parameter Martingales and Its Applications. T.
liminaries.- Realization Theory.- Finiteness Kailath, A. Vieira, M. Mort: Orthogonal Transfor-
Conditions.- State-Affine Systems. -Classes of mation (Square Root). Implementations of the
Quasi-Reachable Realizations.- Other Topics.- Generalized Chandrasekhar and Generalized
References.- Glossary of Notations.- Index. Levinson Algorithms. J. Rissanen: Shortest Data
Description and Consistency of Order Estimates
This work introduces a new class of nonlinear in Arm a-Processes. E. A. Jonckheere, L. M. Sil-
response maps, called polynomial maps. The verman: Spectral Theory of Linear Control and
natural internal (state-space) realizations of Estimation Problems. M. Clerget, F. Germain: Un
polynomial response maps are studied and a algorithms de lissage. H. K. Khalil, B. F. Gardner
result is obtained on the existence and unique- Jr., J. B. Cruz Jr., P. V. Kokotovic: Reduced Order
ness of canonical realizations. Various external Modeling of Closed-Loop Nash Games. S. K.
finiteness conditions are related to correspond- Mitter, S. K. Young: Quantum Estimation Theory.
ing ones of internal realizations. An investigation - Adaptive Controi/Controle Adaptatif: K. J.
is made, in particular, into the existence of input/ Astrom: Piece-Wise Deterministic Signals. V.
output equations. Algebra and geometry are the Borkar, P. Varaiya: Adaptive Control of Markov
main tools used. The subclass of bounded poly- Chains. Y. C. Ho, R. Suri: Resource Management
nomial response maps is also introduced, en- in an Automated Warehouse. Y. Landau: Dualite
abling the derivation of many realization results asymptotique entre les systemes de commande
from automata and language theory. adaptative avec modele et les regulateurs a var-
iance mini male auto-ajustables.- Numerical
Methods in Optimization/Methodes Numeri-
ques en Optimization: B. T. Poljak: On the Bert-
Volume 14 sekas' Method for Minimization of Composite
Functions. E. A. Nurminski: On <-Subgradient
International Symposium Methods of Non-Differentiable Optimization.
J. F. Shapiro: Non-Differentiable Optimization
on Systems Optimization and Large Scale Linear Programming. D.P.
and Analysis Bertsekas: Algorithms for Non-Linear Multi com-
modity Network Flow Problems. J. Hald, K. Mad-
Rocquencourt, December 11-13, 1976 sen: A 2-Stage Algorithm for Minimax Optimiza-
IRIA LABORIA tion.- Distributed Systems/Systemes Dis-
lnstitut de Recherche d'lnformatique tribues:A. G. Butkovskiy: Certain Control Prob-
et d'Automatique, Rocquencourt- lems in Distributed Systems. D. G. Lainiotis:
Partitioning: The Multi-Model Framework for
France Estimation and Control. D. L. Russel, R. M. Reid:
Editors: A. Bensoussan, J. L. Lions Water Waves and Problems of Infinite Time Con-
1979. 16 figures, 10 tables. VIII, trol. R. Triggiani: Boundary Stabilizability for
332 pages (30 pages in French). Diffusion Processes. H. T. Banks, J. A. Burns, E.
M. Cliff: Spline Based Approximation Methods
OM 36,50; approx. US$17.00
for Control and Identification of Hereditary Sys-
ISBN 3-540-09447-4 tems. J. Zabczyk: Stabilization of Boundary Con-
trol Systems.
Contents: Economical Models/Modele&
Economiques: M.A. Keyzer: An International
Agreement as a Complementarity Problem.
10

Volume 15 Contents: Part 1: SURVEY LECTURES.

A. V. Balakrishnan: White Noise Models in Non-
Semi-Infinite Programming Linear Filtering and Control. A. Bensoussan:
Proceedings of a Workshop, Bad Hon- Optimal Impulsive Control Theory. J. M. Bismut:
An Introduction to Duality in Random
nef, August 30- September 1, 1978 Mechanics. R. F. Curtain: Linear Stochastic Ito
Editor: R. Hettich Equations in Hilbert Spaces. M. H. A. Davis:
1979. 9 figures, 9 tables. X, 178 pages Martingale Methods in Stochastic Control. T. E.
OM 23,-; approx. US$ 10.70 Duncan: A Geometric Approach to Linear Con-
trol and Estimation. R. J. Elliott: The Martingale
ISBN 3-540-09479-2 Calculus and Applications. A. Friedman: Interac-
tion Between Stochastic Differential Equations
Contents: Theory: K. Glashoff: Duality Theory and Partial Differential Equations. H. Kushner:
of Semi-Infinite Programming. A. Ben-Tal, Approximation of Solutions to Differential Equa-
M. Teboulle, J. Zowe: Second Order Necessary tions with Random Inputs by Diffusion Proces-
Optimality Conditions for Semi-Infinite Program- ses. R. Rishel: Optimal Conditions and Sufficient
ming Problems. H.-J. Kornstaedt: Necessary Statistics for Controlled Jump Processes. J. van
Conditions of Higher Order for Semi-Infinite Schuppen: Stochastic Filtering Theory: A Dis-
Programming.- Methods for Linear Problems: cussion of Concepts, Methods, and Results. J.
S.-A. Gustafson: On Numerical Analysis in Semi- Zabczyk: Introduction to the Theory of Optimal
Infinite Programming. P.R. Gribik: A Central- Stopping. Part II: RESEARCH REPORTS.
Cutting-Plane Algorithm for Semi-Infinite Pro- A. AI-Hussaini, R. J. Elliott: Weak Martingales
gramming Problems. K. Roleff: A Stable Multiple Associated with a TwoParameter Jump Process.
Exchange Algorithm for Linear SIP.- Methods T. Basar: Stochastic Stagewise Stackleberg
for Nonlinear Problems: R. Hettich, W. van Hon- Strategies for Linear Quadratic Systems. E. 0.
stede: On Quadratically Convergent Methods for Bertsch: Some Remarks Concerning Attainable
Semi-Infinite Programming. R. Hettich: A Com- Sets of Stochastic Optimal Control. J. M. Bismut:
parison of some Numerical Methods for Semi- Potential Theory in Optimal Stopping and Alter-
Infinite Programming. W. van Honstede: An nating Processes. V. Borkar, P. Varaiya: Adapted
Approximation Method for Semi-Infinite Prob- Control of Markov Chains. N. Christopeit: Solu-
lems. Applications: S.-A. Gustafson: On Semi- tion of the Limited Risk Problem Without Rank
Infinite Programming in Numerical Analysis. Conditions. M. Deistler: The Parameterization of
G. Dahlquist, G. H. Golub, St. G. Nash: Bounds Rational Transferfunction Linear Systems. G. de
for the Error in Linear Systems. W. Krabs:One Mey: A Stochastic Model for the Electrical Con-
Sided L,-Approximation as a Problem of Semi- duction in Non Homogenous Layers. B. Doshi:
Infinite Linear Programming. Policy Improvement Algorithm for Continuous
Time Markov Decision Processes with Switching
Costs. T. E. Duncan: An Algebro-Geometric
Approach to Estimation and Stochastic Control
Volume 16
for Linear Pure Delay Time Systems. T. Eisele: A
Stochastic Control Theory Non-Linear Martingale Problem. A. Ferroni, G. S.
Goodman, A. Moro: Path wise Construction of
and Stochastic Differential Random Variables and Function Space Inte-
grals. T. Gasser, G. Dummermuth: Non-Gaus-
Systems sianity and Non-Linearity in Electroencephalo-
Proceedings of a Workshop of the graphic Time Series. B. Grigelionis: Canonical
"Sonderforschungsbereich 72 der Form and Local Characteristics of Semi martin-
gales. M. Hazewinkel: On Identification and the
Oeutschen Forschungsgemeinschaft
Geometry of the Space of Linear Systems.
an der UniversiHit Bonn" which took K. Helmes: A Numerical Comparison of Non
place in January 1979 at Bad Honnef Linear with Linear Prediction for the Trans-
Editors: M. Kohlmann, W. Vogel formed Ornstein Uhlenbeck Process. U. Herken-
1979. 15 figures, 1 table. XII, 615 pages rath, R. Theodurescu: On the Bandit Problem. J.
Jacod: Existence and Uniqueness for Stochastic
(23 pages in French). Differential Equations. A. Kistner: On the Solu-
OM 65,-; approx. US$ 30.30 tion and the Moments of Linear Systems with
ISBN 3-540-09480-6 Randomly Disturbed Parameters. W. Kliemann:
 11

Some Exact Results on Stability and Growth of tance. An increase in size and complexity calls
Linear Parameter Excited Stochastic Systems. for new concepts and procedures in the design
M. Kohlmann, R. Rishel: A Variational Inequality process of automatic control systems.
for a Partially Observed Stopping Time Problem. This monograph deals with a set of design con-
H. Korezlioglu, G. Mazziotto, J. Szpirglas: Equa- cepts that qualitatively represents the properties
tions du Filtrage Non Lineaire pour des Proces- of controllability and observability oftime-
sus a Deux Indices. A J. Krener: Minimum Co- invariant linear systems. The design rules are
variance, ty1inimax and Minimum Energy Linear formulated in APL.
Estimators. H. Kunita: Non Linear Filtering for The authors introduce the concepts of so-called
the System with General Noise. E. Pardoux: potential controllability and potential observa-
Filtering of a Diffusion Process with Poisson bility and derive those concepts from an alge-
Type Observation. D. Plachky: On Weak Clo- braic as well as a topological point of view. Their
sures of Convex and Solid Sets of Probability main virtue as design tools lies in their organized
Measures. M. M. Rao: Non L1-Bounded Martin- handling of large numbers of state-variables
gales. B. Rustem, K. Velupillai: On the Definition defining systems of high order or high dimen-
and Detection of Structural Change. G. Sawitzki: sionality.
Exact Filtering in Exponential Families: Discrete
Time. A. Segall: Lower Estimation Error Bounds
for Gauss-Poisson Processes. R. Sentis: Sur Volume 18
L'Approximation d'un Processus de Transport
par une Diffusion. S. E. Shreve: Resolution of Modelling and Optimiza-
Measurability Problems in Discrete-Time
Stochastic Control. R. Tarres: Optimal Non-
tion of Complex System
Explosive Control of a Non Constrained Diffu- Proceedings of the IFIP-TC 7 Working
sion and Behaviour when the Discount Vanishes. Conference Novosibirsk, USSR,
H. Walk: Sequential Estimation of the Solution of 3-9 July, 1978
an Integral Equation in Filtering Theory. M.P.
Yershov: Causal and Non-Anticipating Solutions
Editor: G. I. Marchuk
of Stochastic Equations. 1979. 59 figures, 5 tables. VI,
293 pages.
Volume 17 DM 32,50; approx. US$15.20
0. I. Franksen, P. Falster, ISBN 3-540-09612-4
F.J. Evans
Contents: Invited Speakers: A. Bertuzzi,
Qualitative Aspects of C. Bruni, A Gandolfi, G. Koch: Maximum Like-
lihood Identification of an Immune Response
Large Scale Systems Model. M. Jilek, P. Klein: Stochastic Model of the
Developing Design Rules Using APL Immune Response. A. Kalliauer: A Computa-
1979. XII, 119 pages. tional Method for Hierarchical Optimization of
Complex Systems. K. D. Malanowski: On Regu-
DM 18,50; approx. US$ 8.60
larity of Solutions to Constrained Optimal Con-
ISBN 3-540-09609-4 trol Problems for Systems with Control Appear-
ing Linearly. R. R. Mohler: Bilinear Control
Contents: Background and Scope.- The Tense- Structures in Immunology.- Mathematical
rial Approach: The Cartesian Tensor Formula- Models in Immunology: A L. Asachenkov, G. I.
tion. The Boolean Tensor Formulation.- The Marchuk: Mathematical Model of a Disease and
Graph Theoretic Approach: The Reachability Some Results of Numerical Experiments. L. N.
Criterion. The Term Rank Criterion.- Digraph Belykh, G. I. Marchuk: Chronic Forms of a Dis-
Decomposition and Tensor Aggregation: On ease and Their Treatment according to
Partitioning of a Digraph. Towards a Total Sys- Mathematical Immune Response Models. B. F.
tems Description.- Some General Remarks.- Dirbov, M. A Livshits, M. V. Vo/kenstein:The
References. Effect of a Time Lag in the Immune Reaction. E.
The knowledge of the separate parts of a system V. Gruntenko: Immunological Aspects of Neo-
is often not sufficient to describe the system plastic Growth. V. P. Lozovoy, S.M. Shergin:
because the interconnections and interactions Structure-Functional Arrangement of the
between the systems elements are of vital impor- Immune System. G./. Marchuk: Mathematical
12

Models in Immunology and Their Interpreta- Contents:A. V. Balakrishnan: Seminar on

tions. R. V. Petrov:Ciinicallmmunology: Prob- Global and Large Scale System Models-Sum-
lems and Prospects.- Optimization of Complex mary and Conclusions. R. E. Kalman: A System-
Systems: V. M. Alexandrov: Approximate Solu- Theoretic Critique of Dynamic Economic Mod-
tion of Optimal Control Problems. K. Bel/mann, els. R. Tomovic: Mode IIi ng of Large Systems. A.
J. Born: Numerical Solution of Adaptation Prob- V. Balakrishnan: System Science Methodology
lems by means of an Evolution Strategy. V. L. in Global Modelling: System Identification. M.
Beresnev, E. KH. Gimadi, V. T. Dementiev: Some Mesarovic: Practical Application of Global Mod-
Models ofTaking Optimal Decisions in Stand- elling. H. D. Scolnik: A Critical Review of Some
ardization. J. Dolezal: On Optimal Control of Global Models. A. N. Elshafei: Global Modelling:
Discrete Systems with Delays. Yu. P. Drobyshev, Survey and Anticipation of Future Progress. S. V.
V. V. Pukhov:Analysisofthelnfluenceofa Dubovsky, G. G. Pirogov: Critical Survey of Some
System on Objects as a Problem of Transforma- Global Modelling Approaches. G. A. Albizuri:
tion of Data Tables. E. V.l/jin, A. V. Medvedev, N. What Future (If Any) May Global Modelling
F. Novikov: On Non-Parametric Algorithms of Have? S. Holly: The Construction and Optimal
Optimization. M. Lucertini, A. Marchetti Spac- Control of Econometric Models of National
camela: Approximate Solutions of an Integer Economies for Forecasting and Policy Analysis.
Linear Programming Problem with Resource L. W. Taylor, Jr.: A Low Order Systems Model of
Variations. V. M. Matrosov, S. N. Vassilyev, 0. G. the United States Economy. K. D. Tocher: The
Divakov, A. I. Tyatushkin: On Technology of Automatic Translation of Real World Problems
Modelling and Optimization of Complex Sys- into a Mathematical Programming Formulation.
tems. G. I. Marchuk, V. V. Penenko: Application
of Optimization Methods to the Problem of
Mathematical Simulation of Atmospheric Pro-
cesses and Environment. A. Marrocco, 0. Piron-
Volume 20
neau: Optimum Design of a Magnet with Finite B. Egardt
Elements. A. Maslowski: Finite Elements
Approximation in State Identification of Large Stability of Adaptive Con-
Scale Linear Space-Distributed Systems. A. A.
Petrov,l. G. Pospelov: Mathematical Modelling
trollers
of Socio-Economic System. V. M. Yakovlev: On 1979.16figures,2tables. V, 158pages.
one Representation of Necessary Conditions of OM 23,-; approx. US$ 10.70
Optimality for Discrete Controlled Systems. ISBN 3-540-09646-9

Contents: Introduction.- Unified Description of

Discrete Time Controllers: Design method for
Volume 19 known plants. Class of adaptive controllers.
Example of the general control scheme. The
Global and Large Scale positive real condition.- Unified Description of
System Models Continuous Time Controllers: Design method
for known plants. Class of adaptive controllers.
Proceedings of the Center for Examples of the general control scheme. The
Advanced Studies (CAS) positive real condition. -Stability of Discrete
International Summer Seminar, Time Controllers: Preliminaries. L oc-stability.
Convergence in the disturbance-free case.
Oubrovnik, Yugoslavia, August 21-26,
Results on other configurations. Discussion.-
1978 Stability of Continuous Time Controllers: Pre-
Sponsored by: The Faculty of Or- liminaries. L oc-stability. Convergence in the dis-
ganizational Sciences, University of turbance-free case.- Referen'ces.- Appendices.
Belgrade, Yugoslavia Adaptive control is one possibility of tuning
Editor: B. Lazarevi6 controllers. In particular, self-tuning regulators
(STR) and model reference adaptive systems
1979. 36 figures, 4 tables. VIII,
(MRAS) are two widely discussed approaches to
232 pages. solve the problem for systems with unknown
OM 28,-; approx. US$ 13.10 parameters. These techniques are the main con-
ISBN 3-540-09637-X cern of the present work, where several MRAS
 13

and STR are described as special cases of a fairly Contents: Plenary Lectures: A. V. Balakrish-
general algorithm. A further topic is the stability nan: Optimal Control Problems in Aeroelasticity.
analysis of adaptive schemes in the presence of W. Gutkowski: Optimization of Engineering
disturbances. Structures. L. Kantorovich: Mathematic-
Economic Modelling of Scientifical and Techni-
cal Progress. N. N. Krasovskii: Game-Theoretical
Volume 21 Optimization of Differential Systems. R. Kuli-
M. B. Zarrop kowski:Optimization of Regional Development-
Integrated Models for Socio-Economic and
Optimal Experiment Environmental Planning. J. L. Lions: On the
Design for Dynamic Sys- Fundations of the Optimal Control of Distributed
Systems. M. J. D. Powell: Optimization
tem Identification Algorithms in 1979.A. P. Wierzbicki: A
1979. 9 figures, 4 tables. X, 197 pages. Methodological Guide to Multiobjective Optimi-
zation.- Round Table Session on Systems
OM 28,-; approx. US$ 13.10 Techniques in Economics. Panel Addresses:
ISBN 3-540-09841-0 M. D. lntriligator: Interactions Between
Economics and Systems Theory. R. F. Drenick:
Contents: Preliminaries.- Problem Statement- Modeling Man in Economics and System Theory.
A Tchebycheff System Approach.- D-Optimal J. M. Robinson:The Global2000 Study: An
Designs.- Continuous-Time Systems.- Sam- Attempt to Increase Consistency in Government
pling Rate Design.- ConclusiQns and Further Forcasting.-StochasticControl: V. P. Belavkin:
Research.- References.- Main Appendix: Optimization of Quantum Observation and Con-
Tchebycheff System Theory. trol. N. Christopeit:The Limited Risk Problem in
the Nonlinear Case. J. Dupacova: Minimax
This volume covers the problem of experiment Stochastic Programs with Nonseparable Penal-
design for the efficient identification of a linear ties. 0. Hernandez-Lerma: Exit Probabilities for
single input-single output dynamic system from Degenerate Systems. W. Romisch: An Approxi-
input-output data even in the presence of dis- mation Method in Stochastic Optimal Control.
turbances. Certain factors can be selected in L. Stettner, J. Zabczyk: Stochastic Version of a
order to maximize information from an experi- PenaltyMethod.K. Uchida, E. Shimemura:Ona
ment. Class of Linear-Quadratic Stochastic Team Con-
A geometrical approach to the design problem is trol Problems.- DIHerential Games: T. Basar:
developed for both continuous-time and dis- On the Existence an Uniqueness of Closed-Loop
crete-time systems. Conditions are derived for Sampled-Data Nash Controls in Linear-Quadra-
the existence of certain minimal representations tic Stochastic Differential Games. A. J. de Zeeuw:
of the optimal input spectrum, leading to a Stackelberg Solutions in Macroeconometric
reduction in the dimension of the design optimi- Policy Models with a Decentralized Decision
zation problem. Structure. J. Dolezal: Differential Games with
Parameters. A. ldzik: Two-Stage Noncooperative
Stochastic Games with Denumerable State
Volume 22 Spaces. M. Medved: On a Nonlinear Evasion
Optimization Techniques Problem Described by a System of Integra-Dif-
ferential Equations. K. Mizukami, V. Tews: State-
Proceedings of the 9th IFIPConfer- Estimation in a Pursuit-Evasion-Game with
ence on Optimization Techniques War- Incomplete Information-Exchange. Gy. Son-
nevend: Existence and Numerical Computation
saw, September 4-8, 1979
of Extremal Invariant Sets in Linear Differential
Part 1 Games with Bounded Controls. B. Tolwinski:
Closed-Loop Stackelberg Sol.ution and Threats
Editors: K. lracki, K. Malanowsk~. in Dynamic Games.- Optimal Control: Ordinary
S. Walukiewicz and Delay DiHerential Equations: V. M. Alexan-
1980. 12 figures, 5 tables. XVI, drov: Quasi optimal Control and Stabilization at
Random Perturbations. P. Brunovsky: Regular
569 pages. Synthesis and Singular Extremals. M. Buric, E. B.
OM 59,-; approx. US$ 27.50 Lee: A Tensor Algebraic Approach to Optimal
ISBN 3-540-10080-6 Synthesis for Nonlinear Systems. W. W. Hager,
14

G. D.lanculescu: Semi-Dual Approximations in Modelling of a Disease. B. D. Kiekebusch-Muller,

Optimal Control. B. Jakubczyk, B. Kaskosz: H. Arnold: An Iterative Method for Parameter
Realizations of Volterra Series. R. Klotzler: Appli- Estimation in Gene- Counting Procedures.
cations of a General Duality Conception in Opti- P. Klein, J. Do/eta/, J. Sterzl: Mathematical
mal Control. J. Komornik: Asymptotic Behavior Model of Regulation of Antibody Response. R. R.
of Solutions of Nonautonomeous Riccati Equa- Mohler, W. J. Kolodziej: On Stochastic Control
tions. F. Lhote, B. Lang, J. C. Miellou, P. Spiteri: in Immunology. D. M. Wiberg, 0. Brovko: Some
Relaxation Methods for Parallel in Line Calcula- Factors Affecting the Rate of Convergence Du r-
tions of the Optimum Control of Large Systems. ing On-Line Parameter Identification.
B. E. A. Milani: On the Computation of the
Optimal Constant Output Feedback Gains for
Large-Scale Linear Time-Invariant Systems Sub-
jected to Control Structure Constraints. A. W. Volume 23
0/brot, A. Sikora: On Sensitivity Minimization for
Linear Control System. B. L. Pierson, I. Chen: Optimization Techniques
Minimum-Time Soaring Through a Specified Proceedings of the 9th IFIP Confer-
Wind Distribution. T. Zolezzi: A Variational
Characterization of Linear Control System.-
ence on Optimization Techniques
Optimal Control: Partial Differential Equations: Warsaw, September 4-8, 1979
A. B. Bakushinsky: Some Results in Approximate
Methods for Variational Inequalities with Appli-
Part 2
cations. E. Brietzke, P. Novosad: Optimal Con- Editors: K.lracki, K. Malanowski,
trol of Eigenvalues-!. C. Cuvelier: A Free Bound-
ary Problem in Hydrodynamic Lubrication Gov-
S. Walukiewicz
erned by the Stokes Equations. A. Favini: On 1980. 92 figures, 36 tables. XV,
Stabilizability of Some Abstract Degenerate Dif- 621 pages
fusion Processes. T. L. Johnson: Optimization of DM 59,-; approx. US$ 27.50
Low-Order Compensators for Infinite-Dimen-
ISBN 3-540-10081-4
sional Systems. U. Macken roth: Some General
Considerations on Optimality Conditions for
State Constrained Parabolic Control Problems. Contents: Mathematical Programming:
M. Niezg6dka, I. Paw/ow: Optimal Control for Theory: K. H. Elster, R. Nehse: Optimality Condi-
Parabolic Systems with Free Boundaries- Exist- tions for Some Non convex Problems. B. Gollan:
ence of Optimal Controls, Approximation A General Perturbation Theory for Optimization
Results. L. Pandolfi: Output Stabilization of a Problems. J. Guddat, M. Lips: On the Theoretical
Class of Boundary Value Control Systems. S. A. Basis for Methods for Parametric Optimization
Pohjolainen, H. N. Koivo: Properties and Calcu- Problems. Mathematical Programming:
lation of Transmission Zeros for Distributed Algorithms: E. J. Anderson: Basic Solutions and
Parameter Systems. S. Raczynski: On Optimal a ,SIMPLEX" Method for a Class of Contino us
Control and Reachable Sets in a Banach Spache. Linear Programs. F. Archetti: A Probabilistic
J. Sokolowski: Control in Coefficients for Para- Algorithm for Global Optimization Problems
bolic Equation. L. von Wolfersdorf: Necessary with a Dimensionality Reduction Technique.
Optimality Conditions for Optimal Control Prob- K. Beer: The Method of Feasible Direction for
lems with Elliptic Systems in the Plane. Multiob- Optimization Problems with Subdifferentiable
jectlve Problems:A. Bieluszko:TaskAIIocation Objective Function. L. Grandinetti: Factorized
in Two-Level Systems with Conflicting Goals. Variable Metric Algorithms for Unconstrained
J. Majchrzak:On Relations Between Continuous Optimization. Ch. Grossmann: A Unified
and Discrete Multicriteria Optimization Prob- Approach to Nonlinear Programming
lems. M. Manas: Multiple Pay-Off Conflicts. V. S. Algorithms Basing on Sequential Unconstrained
Molostvov, V.I. Zhukovskii: On Optimality in a Minimizations. J. Hald, K. Madsen: Minimax
Class of Cooperative Many Player Differential Optimization Using Quasi-Newton Methods. R.
Games. A. N. Nonova, S. K. Stoyanov: A Vector- Hornung: Algorithm for the Solution of a Dis-
Valued Criterion Optimization Method. S. Opri- crete Minimax Problem: Subgradient Methods
covic: An Extension of Compromise Pro- and a New Fast Newton-Method. G. S. Lbov:
gramming to Solution of Dynamic Multicriteria Algorithm of Search for Global Extremum of
Problem. -Applications: Biomedical Systems: Function from Variables Measured in Different
A. L. Asachenkov, L. N. Belykh: On Mathematical Scales. G. di Pillo, L. Grippo, F. Lampariello: A
 15

Method for Solving Equality Constrained Optimi- A. Adamski: Optimal Dispatching Control of Bus
zation Problems by Unconstrained Minimiza- Lines. L. Bianco, M. Cini, L. Grippo: A Strategic
tion. K. Schittkowski: Randomly Generated Non- Approach to Air Traffic Control. G. E. Haramis:
linear Programming Test Problems. J. S. Sos- EDP Project and Computer Equipment Selection
nowski: Method of Regularized Approximations by the Use o.f Linear Programming. S. H. Hung,
and its Application to Convex Programming. J. C. Hung, L. P. Anderson: Impact of Financing
P. Tatjewski: Methods of Hierarchical Optimiza- on Optimal R a. D Resource Allocation. J. Kac-
tion for Interconnected Systems. E. Toczy- przyk, M. Krawczak:On an Inexact Transporta-
lowski:Structural Analysis of Large Nonlinear tion Problem./. Kaliszewski, M. Libura, H. Mis-
Programming Problems. A. iilinskas: On the Use iewicz: Integer Programming as a Tool for Plant
of Statistical Models of Multi model Functions for Adjustment Problem. 0. B. G. Madsen: A Cutting
the Construction of the Optimization Algorithms. Sequencing Algorithm. J. W. Mercik: On a Win-
-Integer Programming: B. Bank: Stability ning Coalition of the Characteristic Function
Analysis in Pure and Mixed-Integer Linear Pro- Game as a Solution ofthe Resource Allocation
gramming. P. Bertolazzi, C. Leporelli, M. Lucer- Problem.- Applications: Economics and
tini: Alternative Group Relaxation of Integer Econometrics: C. Bianchi, G. Calzolari, P. Corsi:
Programming Problems. M. Bir6: Efficient A Package for Analytic Simulation of Economet-
Method Applying Incomplete Ordering for Solv- ric Models. K. Brifnnas, A. Westlund: On the
ing the Binary Knapsack Problem. P.M. Came- Recursive Estimation of Stochastic and Time-
rini, F. Maffioli: Weighted Satisfiability Problems Varying Parameters in Economic Systems. G. M.
and Some Implications. U. Derigs: On Two Folie, A.M. Ulph: Computing Equilibria in an
Methods for Solving the Bottleneck Matching Industry Producing an Exhaustible Resource.
Problem. G. V. Gens, E. V. Levner: Fast Approxi- M. Karasek: Optimization of a Country's Trade
mation Algorithms for Knapsack Type Problems. Policies. M. Luptacik: An Open Input-Output
D. Hausmann, B. Korte: Computational Rela- Model with Continuous Substitution Between
tions Between Various Definitions of Matroids Primary Factors as a Problem of Geometric
and Independence Systems. J. Krarup, Programming. L. Mathiesen, T. Hansen: An
S. Walukiewicz: Relations Among Integer Pro- Equilibrium Model for an Open Economy with
grams. U. Zimmermann: Linear Optimization for Institutional Constraints on Factor Prices.
Linear and Bottleneck Objectives with One Non- R. Nee/<: Controllability and Observabilityof
1in ear Parameters.- Software Problems: J. Bis- Dynamic Economic Systems. V. Zhiyanov:The
schop, A. Meeraus: Selected Aspects of a Gen- Development of Economic System in Case of
eral Algebraic Modeling Language. A. Kalliauer: Differential Optimization/for One-Sector
Software Design for Algorithms of Hierarchical Dynamic Model.- Applications: Environmental
Optimization. K. Kallio: Outlines for a General and Energy Systems: H. Baumert, P. Braun, E.
Mathematical Modeling Software. R. C. Rosen- Glos, W. D. Muller, G. Stoyan: Modelling and
berg, A. N. Andry: An Efficient Algorithm for Computation of Water Quality Problems in River
Obtaining the Reduced Connection Equations Networks. M. Denny, M. Fuss, L. Waverman: An
for a Class of Dynamic Systems. K. Yajima: Application of Optimal Control Theory to the
Characteristics of Incremental Assignment Estimation of the Demand for Energy in Cana-
Method.- Graphs and Networks: M. Bereziflski, dian Manufacturing Industries. J. A. Hartog,
J. Holubiec: Stochastic Modelling of Socio- P. Nijkamp, J. Spronk: Operational Multiple Goal
Economic System. B. Betro: Optimal Allocation Models for Large Economic Environmental Mod-
of a Seismographic Network by Nonlinear Pro- els. L. Krus, M. Libura, L. Slominski: Resource
gramming.Z. Bubnicki, M. Staroswiecki,A. Leb- Distribution Combinatorial Models in Air Pollu-
run: Stochastic Approach to the Two-Level tion Problems. K. LeimkOhler, G. Egberts:The
Optimization of the Complex of Operations. Energy Economics ofthe United Kingdom, the
Ph. Chretienne: Some Results on Timed Petri- Federal Republic of Germany and Belgium.
Nets. P. Hammad, J. M. Raviart: Non Equilibrium K. Ogino: Decentralized Approach for Electric
Computer Network Distribution. E. Hopfinger: Generating System Development- Energy Sup-
Dynamic Programming of Stochastic Activity ply-Social Siting Concern Interaction. J. Pinter:
Networks with Cycles. R. W. Liebermann, I. B. On a Stochastic Model of Reservoir System Siz-
Tiirksen: A Necessary Condition for the Elimina- ing. L. Schrattenholzer: An LP Energy Supply
tion of Crane Interference. M. M. Syslo: Optimal Model for World Regions.- Applications: lndu·
Constructions of Project Network. C. van Nuffe- strlal Processes: F. Archetti, C. Vercellis: An
len: Enumeration Techniques in Directed Hyper- Application of Nonlinear Programming Techni-
graphs.- Scheduling and Allocation Problems: ques to the Energy- Economic Optimization of
16

Buili:ling Design. R. Homescu: Optimization of tems.J. vanAmerongen:Model Reference Adap-

the Signal-to-Noise Ratio in the Optical Proces- tive Control Applied to Steering of Ships. P. P. J.
sing. W. Jankowski: An Asymptotic Approach to van den Bosch, W. Jongkind: Model Reference
the Dynamic Optimization of Complex Cyclic Adaptive Satellite Attitude Control. E. Irving:
Processes. V. B. Larin: Methods of Peridic Implicit Reference Model and Optimal Aim
Optimization in Stabilization Problems of Biped Strategy for Electrical Generator Adaptive Con-
Apparatus. K. Leiviskii: Comparison of Optimal trol. P. Bonanomi, G. Guth: Adapted Regulator
and Suboptimal Methods for Pulp Mill Produc- for the Excitation of Large Turbogenerators. A.
tion Control. A. Podsiadlo, J. Sobocinski: H. Glattfelder, W. Schaufelberger: Adaptive
Streams of Information in the Process of Sys- Control by Self-Selection- An Application to
tematic Modelling of Complex Technical Objects Hydropower Control. U. Claussen: Adaptive
on the Example of Vessel Engines. Time-Optimal Position Control with Micro-
processor. C. T. Gao: A Simple Adaptive Concept
for the Control of an Industrial Robot. W. L.
Green, D. J. Sanger, B. N. Suresh: Using the Self-
Volume 24 Optimising Control of an Electro-Hydraulic
Servo System to Minimise the Power Loss. E. G.
Methods and Applications Kunze: Adaptive Control by a Sensitivity Method
without Need for On-Line Identification.
in Adaptive Control
Proceedings of an International Sym-
posium, Bochum 1980 Volume 25
Editor: H. Unbehauen Stochastic Differential Sys-
1980. 121 figures, 9 tables. VI,
309 pages.
tems
DM 36,50; approx. US$ 17.00 Filtering and Control
ISBN 3-540-10226-4 Proceedings of the IFIP-WG 7/1 Work-
ing Conference Vilnius, Lithuania,
Contents: Methods in Adaptive Control: K. J.
USSR, Aug. 28-Sept. 2, 1978
Astrom: Design Principles for Self-Tuning Reg- Editor: B. Grigelionis
ulators. B. Wittenmark, K. J. Astrom:·Simple Self- 1980. IX, 363 pages.
Tuning Controllers. D. Matko: Some Relations in DM 41,-; approx. US$19.10
Discrete Adaptive Control. M.A. EI-Bagoury,
ISBN 3-540-1 0498-4
M. M. Bayoumi: Multivariable Self Tuning
Augmented Regulator. Ph. de Larminat: Uncon-
ditional Stabilizers for Nonminimum Phase Sys- Contents: R. z. Hasminskii, I. A.lbragimov:
tems. T. Soderstrom: On Some Adaptive Control- Some Estimation Problems for Stochastic Differ-
lers for Stochastic Systems with Slow Output ential Equations. A.M. Yaglom: Applications of
Sampling. R. Breddermann: Realization and Stochastic Differential Equations to the Descrip-
Application of a Self-Tuning On-Off Controller. tion of Turbulent Equations. B. Grigelionis, R.
K. S. Narendra: Recent Developments in Adap- Mikulevicius: On Semimartingales with Values in
tive Control. K. Sobel, H. Kaufman, 0. Yekutiel: Euclidean Halfspaces. Yu. L. Dalecky: Multi-
Design of Multivariable Adaptive Control Sys- plicative Operator Functional of Markov Proces-
tems without the Need for Parameter Identifica- ses and Their Applications. L. I. Galtchouk: On
tion. L. Dugard, I. D. Landau: Convergence the Predictable Jumps of Martingales. V. A.
Analysis of M. R. A. S. Schemes Used for Adap- Lebedev: On the Existence of a Solution of the
tive State Estimation. H. Elliot: Non Model Refer- Stochastic Equation with Respect to a Martin-
ence Adaptive Model Matching. A. Kuzucu, gale and a Random Measure. H. Pragarauskas:
A. Roch: Suboptimal Adaptive Feedback Control On Bellman Equation for Controlled Degener-
of Nonlinear Systems. J. E. Marshall: Identifica- ated General Stochastic Processes. A. Yu. Ver-
tion Strategies for Time-Delay Systems. J. etennikov: On the Existence of the Optimal Pol-
Sternby: Adaptive Control of Extremum Sys- icy for a Multidimensional Quasidiffusion Con-
tems.- Applications of Adaptive Control: P. C. trolled Process. D. Vermes: On the Semigroup
Parks, W. Schaufelberger, Chr. Schmid, H. Unbe- Theory of Stochastic Control. M. I. Visic, A. I.
hauen: Applications of Adaptive Control Sys- Komech: Stationary Solutions of the Stochastic
 17

Navier-Stokes Equations. Yu. M. Kabanov, R. 5h. Volume 26

Liptser, A. N. 5hiryayev: On Absolute Continuity D. L. Iglehart, G. S. Shedler
of Probability Measures for Markov-Ito Proces-
ses. C. Bromley, G. Kallianpur: Representations Regenerative Simulation of
of Gaussian Random Fields. Kiyosi Ito: Continu-
ous AdditiveS' Processes. 0. A. Glonti: Stochas- Response Times in Net-
tic Differential Equation of the Optimal Non-
Linear Filtering of the Conditional Gaussian Pro-
works of Queues
cess. J. M. C. Clark, R. J. Cameron: The Max- 1980. 22 figures, 17 tables. XII,
imum Rate of Convergence of Discrete Approxi- 204 pages.
mations for Stochastic Differential Equations. DM 28,-; approx. US$ 13.10
E. Platen: Approximation of Ito Integral Equa-
tions. H. J. Engelbert, J. HeB: A Probabilistic
ISBN 3-540-09942-5
Approach to the Representation Problem of
Martingales as Stochastic Integral. G. C. Contents: Introduction.~ Simulation of
Papanicolaou, 5. R. 5. Varadhan: Diffusion in Regenerative Processes.- Closed Networks of
Regions with Many Small Holes. M. Cranston, 5. Queues.- The Marked Job Method.- Examples
Orey, U. Rosier: Exterior Dirichlet Problems and and Simulation Results.- Finite Capacity Open
the Asymptotic Behavior of Diffusions. A. V. Networks.- Marked Job Simulation Via Hitting
Balakrishnan: On Stochastic Bang-Bang Con- Times.- The Decomposition Method.- Effi-
trol. H. J. Fischer: Structure of Martingales under ciency of Simulation.- Networks with Multiple
Random Change of Time. Ya. I. Belopolskaya: Job Types. -Implementation Considerations.-
On Stochastic Equations with Unbounded Coef- Appendices.- References. -Index of Notation.
ficients for Jump Processes. B. I. Arkin, M. T. This monograph deals with probabilistic and
5aksonov: To the Maximum Principle Theory for statistical methods for discrete event simulation
Problems of Control of Stochastic Differential of networks of queues. The emphasis is on the
Equations. 5. V. Anulova: Diffusion Processes use of underlying stochastic structures for the
with Singular Characteristics. J. M. 5toyanov, 0. design of simulation experiments and the analy-
B. Enchev: Construction and Properties of a sis of simulation output. It focuses on recently
Class of Stochastic Integrals. A. F. Taraskin: The developed methods for estimating general
Asymptotic Statistical Problems for Fields of characteristics of "passage times" in closed net-
Diffusion Type. B. L. Rozovsky: A Note on Strong works of queues. Informally, passage time is the
Solutions of Stochastic Differential Equations time required for a job to traverse a portion of a
with Random Coefficients. H. Rost: Non-Equilib- network. Such quantities are important in com-
rium Solutions of an Infinite System of Stochas- puter and communication system models where
tic Differential Equations. A. A. Novikov: On Con- they represent job response times. In this con-
ditions for Uniform Integrability for Continuous text, expected values as well as other charac-
Exponential Martingales. R. Morkvenas: On teristics of response times are of interest.
Weak Compactness of the Sets of Multiparame- The material is accessible to simulation prac-
ter Stochastic Processes. 5. Ja. Mahno: Limit titioners as well as to students and researchers
Theorems for Stochastic Equations with Partial interested in the methodology of discrete event
Derivatives. V. Mackevicius: Formula for Condi- simulation. Some knowledge of elementary
tional Wiener Integrals. G. L. Kulinic: On the probability theory, statistics, and stochastic
Asymptotic Behavior of the Solution oft he models is sufficientto understand the estimation
Dimensional Stochastic Diffusion Equation. II. V. procedures and the examples.
Jurinskii: On a Dirichlet Problem with Random
Coefficients. V. L. Girko: Stochastic Spectral
Equations. Volume 27
Extensions of
Linear-Quadratic Control
Theory
By D. H. Jacobson, D. H. Martin,
M. Pachter, T. Geveci
1980. 6 figures. XI, 288 pages.
18

DM 32,50; approx. US$15.20 Contents: Table of Contents- Table des

ISBN 3-540-10069-5 Matieres: 1- Large Scale Systems/Grands Sys-
temes: P. V. Kokotovic, R. G. Phillips, S. H. Javid:
Singular Perturbation Modeling of Markov Pro-
Contents: Review of Linear Dynamic Systems.- cesses. A. Mori: Computer Control Systems
Canonical Forms, Pole Assignment and State of a Bloom Caster. C. Gomez, P. Ratte, C. Saguez,
Observers.- Lyapunov Stability Theory.- F. Versini: Simulation d'un train finisseur de
Linear-Quadratic Optimal Control. -Introduc- a
laminage chaud. S. A. Pohjolainen: Robust
tion to Kalman Filtering.- The Maximum Princi- Multivariable Pi-Controller for Distributed Para-
ple and the Hamilton-Jacobi-Bellman Equation. meter Systems. B. Durand, G. Cohen, C. Fon-
-The Non-Convex Case.- Controllability Sub- draz: Optimization et centralisation de Ia gestion
ject to Controller Constraints.- Linear-Quadra- de l'energie sur un site industrial complexe.-
tic Problems with Conical Control Set.- Special II- Multivariable Systems/Systemes Multivari-
Non-Linear-Quadratic Formulations.- Hybrid ables: M. C. Delfour: Status of the State Space
Criteria and Parameter Sensitivity.- Conditional Theory of Linear Hereditary Differential Systems
Definiteness of Quadratic Functionals.- Expo- with Delays in State and Control Variables. A.
nential Performance Criteria and State-Depen- Manitius: Algebraic Criteria of Approximate
dent Noise.- Differential Games.- Optimal Con- Controllability of Retarded Systems. A. C.
trol of Partial Differential Equations. Antoulas: A Polynomial-Matrix Solution of the
This volume is based on a series of lectures and Disturbance Localization Problem. J.P. Gauth-
research work at the National Research Institute ier, G. Bornard: Stabilization of Bilinear Sys-
for Mathematical Sciences (NRIMS) of the Coun- tems, Performance Specification and Optimality.
cil for Scientific and Industrial Research in Pre- J. Starr, M. Wemans, J. Vandewalle: Comparison
toria. of Multivariable MBH realization Algorithms in
It is a concise survey of much of the theory of the Presence of Multiple Poles, and Noise Dis-
linear-quadratic optimal control initiated by R. E. turbing the Markov Sequence.- Ill- Adaptive
Kalman around 1960.1t also covers details of Systems/Systemes Adaptatifs: D. D. Falconer:
various extensions to the theory with recent Adaptive Filter Theory and Applications. E.
research results. Some familarity with real vec- Mosca, G. Zappa: MUSMAR: Basic convergence
tors and matrices, with systems of ordinary dif- and Consistency Properties. J. J. Fuchs: Com-
ferential equations and with some basic Hilbert man de Adaptative Expl icite- un Exemple. R. J.
Space theory is presupposed; the flavor, how- Evans, G. C. Goodwin, R. Betz: Discrete Time
ever, is decidedly applied mathematical, and Adaptive Control for Classes of Non Iin ear Sys-
these notes should be of use principally to those tems. E. Irving, H. Dang van Mien: Discrete Time
concerned with process control in industry, Model Reference Multivariable Adaptive Con-
dynamic modelling and decision theory in trol. Applications to Electrical Power Plants.-
economics and management science, and to IV- Stochastic Dynamical Systems/Systemes
members of departments of applied mathema- Dynamiques Stochastiques: M. H. A. Davis, P. H.
tics and engineering at universities and techni- We/lings: Computational Problems in Nonlinear
cal colleges. Filtering. S. K. Mitter: Recent Results on Non-
linear Filtering. H. F. Chen: Least Squares Iden-
tification for Continuous Time Systems. M. Pa-
Volume 28
von: On the Gohberg-Krein Factorization and the
Analysis and Optimization Conjugate Process. G. Mazziotto, J. Szpirglas:
Theoreme de separation pour le controle impul-
of Systems a
sionnel: cas Markovian espace d'etat fini. W. H.
Proceedings of the Fourth Interna- Fleming: Stochastic Control under Partial
Observations. M. Pavon, R. J. B. Wets: A
tional Conference on Analysis and Stochastic Varational Approach to the Duality
Optimization of Systems Between Estimation and Control: Continuous
Versailles, December 16-19, 1980 Time. F. Delebecque, J.P. Quadrat:The Optimal
Editors: A. Bensoussan, J. L. Lions Cost Expansion of Finite Controls Finite States
Markov Chains with Weak and Strong Interac-
1980. 167 figures, 23 tables. XIV,
tions. J. L. Menaldi: On Degenerate Varational
999 pages (206 pages in French). and Quasi-Varationallnequalities of Parabolic
DM 98,-; approx. US$ 45.60 Type.- V- Games, Theory and Applications/
ISBN 3-540-10472-0 Jeux, TheorieetApplications: Y. C. Ho, P. B.
 19

Luh, G. J. 0/sder: A Control-Theoretic View on Systems. 0. D. Faugeras: Optimization Techni-

Incentives. J. B. Cruz, Jr.: Survey of Leader ques in Image Analysis.- X- Modelling of Oil
Follower Concepts in Hierarchical Decision Fields I Modelisation des Champs Petroliferes:
Making. T. Ba$ar: Memory Strategies and a Gen- C. Anderson, P. Concus: A Stochastic Method
eral Theory for Steckelberg Games with Partial for Modeling Fluid Displacement in Petroleum
State Information. G. Huberman: The Nucleolus Reservoirs. B. Dupraz, M. Latif, P. Lemonnier:
and the Essential Coalitions. F. Angrand, B. Ajustement automatique de modeles de gise-
Enjalbert, M. H. Fouche, C. Lemarechal: Gra- ments petroliers: application aI' interpretation
dient Type Optimization Methods to Solve Differ- d'essais d'interferences sur le gisement de
ential Games Applied to Tri-Dimensional Air-to- Chuelles. J. Jaffre: Simulation numerique de
Air Combats.- VI- Distributed Parameter Sys- deplacements bidimensionnels d'huile par de
tems. Theory and Applications- Systemes a l'eau. F. J. Casse, D. Waldren, M. J. Wheatley, A.
Parametres Distribues, Theorie et Applica- Settari: Some Selected Topics in Research and
tions:J. P. Yvon: Controle optimal et sous- Applications of Reservoir Simulation.-
optimal des systemes distribues. S. G. Tzafestas: XI- Applications of Microprocessors to Con-
Multilevel Steckelberg Control of Distributed- troll Applications des Microprocesseurs au
Parameter Systems. M. Courdesses, A. Martinez, Controle: G. Schmidt: The Role of Multi-Mi-
M. Amouroux: Modelisation et identification crocomputers in Automatic Control./. Cohen,
parametrique d'un processus de diffusion assis- R. Hanus, D. van Laethem: Nouvelle
tee par implantation de protons./. Derese, E. methodologie de !'instrumentation a microcal-
No/dus: Control of Parallel Current and Counter- a
culateurs destinee ameliorer Ia conduite auto-
current Heat Exchangers. A. Munack: Applica- matique des precedes industrials. A. Hal me: A
tion of Adaptive Control to a Bubble-Column- Two Level Realization of Self-Tuning Regulator
Fermenter. T. I. Seidman: Regularity of Optimal in a Multi-Micro-Computer Process Control Sys-
Boundary Controls for Parabolic Equations.- tem. T. Ezzat: Online Control of Immobilized
VII- Algebraic and Geometric System Theory- Enzyme Reactors. A Microprocessor Implemen-
Theorle Algebrique et Geometrique.des Sys- tation. R. Benejean: Adaptive Control of
temes: R. E. Kalman: Nonlinear Realization Generator Voltage Using Micro-Computers
Theory. J. C. Willems: Almost Noninteracting Simulation. J. M. Dumas, F. Prunet: C. A. 0. de
Control Design Using Dynamic State Feedback. I' implantation optimale de programmes de com-
M. L. J. Hautus, M. Heymann: New Results on man de.
Linear Feedback Decoupling. C. Lobry: Cycles
Limites et Boucles de Retroaction. M. Fliess, D.
Normand-Cyrot: Vers une approche algebrique Volume 29
des systemes non lineaires en temps discret.- M. Vidyasagar
VIII- Economic Systems/Systemes Economi-
ques: M. D. lntriligator: The Applications of Con- Input-Output Analysis of
trol Theory to Economics. E. Burmeister, K. D.
Wall: Estimation of Unobserved Rational Expec- Large-Scale Intercon-
tations with an Application to the German
Hyperinflation. B. Rustem: Policy Optimization
nected Systems
Algorithms for Nonlinear Econometric Models. Decomposition, Well-Posed ness and
G. Ricci: Adaptive Control of Linear Decen- Stability
tralized Econometric Models. T. F. Cooley: 1981. VI, 221 pages.
Recursive Estimation of Price Expectations in DM 28,-; approx. US$ 13.10
Economics. -IX- Multidimensional Systems
and Applications to Image Processing/Sys-
ISBN 3-540-10501·8
temes Multidimensionnels et Applications au
Traitement d'lmages: L. M. Silverman, F. J. Contents: Introduction.- Mathematical Pre-
Clara: Recent Results in Recursive and Non- liminaries.- Gain and Dissipativity.- Decompo-
linear Image Restoration. R. M. Mersereau, Th. sition of Large-Scale Interconnected Systems.-
C. Speake:Generalized Cooley-Tukey Weii-Posedness of Large-Scale Interconnected
Algorithms for Evaluation of Multidimensional Systems.- Smaii-Gai n Type Criteria for Lp·Sta-
Discrete Fourier Transforms. P. N. Paras- bility.- Dissipativity-Type Criteria for L2-Stabil-
kevopoulos: Feedback Design Techniques for ity.- L2-lnstability Criteria.- Lx·Stability and Lx·
Linear Multivariable 2-D Systems. Ph. Delsarte, Instability Using Exponential Weighting.- Refer-
Y. Genin, Y. Kamp: Stability of Multidimensional ences. - Index.
20

This monograph contains a fairly comprehen- without Solving QP. Part 2: Optimal Control: M.
sive review of large-scale interconnected sys- 8rokate: Necessary Optimality Conditions for
tems from an input~output viewpoint. Prior to Differential Games with Transition Surfaces. F.
treating the question of stability (and instability), Colonius: Regularization of LAGRANGE Multi-
both the decomposition and the well-posedness pliers for Time Delay Systems with Fixes Final
of such systems are studied.lt is not necessary State. W. Hackbusch: Numerical Solution of
for the reader to have studied feedback stability Linear and Nonlinear Parabolic Control Prob-
before tackling this book as results concerning lems. M. Kohlmann: Survey on Existence Results
feedback systems are developed as special in Nonlinear Optimal Stochastic Control of Semi-
cases of more general results pertaining to large- martingales. W. Krabs:Time-Minimal Controlla-
scale systems. However, the-reader should know bi Iity in the View of Optimization. D. Kraft: On the
some elementary functional analysis (e. g. Choice of Minimization Algorithms in Parametric
Lebesque spaces, contraction mapping Optimal Control Problems. U. Macken roth:
theorem), and have more general knowledge Strong Duality, Weak Duality and Penalization
(e. g. Perron-Frobenius theorem). The first chap- for a State Constrained Parabolic Control Prob-
ter is introductory, and chapters 2 and 3 contain lem. K. Malanowski: Finite Difference Approxi-
background material; the remaining chapters mations to Constrained Optimal Control Prob-
are essentially independent and can be read in lems.
any order.

Volume 31
Volume 30
B. Rustem
Optimization and Optimal Projection Methods in Con-
Control
Proceedings of a Conference Held at
strained Optimisation
Oberwolfach, and Applications to
March 16-22, 1980 Optimal Policy Decisions
Editors: A. Auslander, W. Oettli, 1981. XV, 315 pages.
J. Stoer OM 36,50; approx. US$ 17.00
1981. VIII, 254 pages. ISBN 3-540-1 0646-4
DM 32,50; approx. US$ 15.20
ISBN 3-540-10627-8 Contents: Nonlinearly Constrained Optimisation
Techniques Based on Projections.- Projection
Contents: Part 1 : Optimization: M. Atteia, A. El Methods for Computing Feasible Points of
Oortobi: Quasi-Convex Duality. J.-P.. Crouzeix: Linearly Constrained Regions.- An Algorithm
Some Differentiability Properties of Quasi con- for Positive Definite Quadratic Programming.-
vex Functions on IR". J. Gwinner: On Optimality Optimisation with Linear and Nonlinear Con-
Conditions for Infinite Programs.J.-8. Hiriart- straints.- The Iterative Specification of Objec-
Urruty: Optimality Conditions for Discrete Non- tive Functions in Economic Policy Optimisation:
linear Norm-Approximation Problems. P. Huard: An Application of Projection Methods.- Policy
Feasible Variable Metric Method for Nonlinearly Optimisation Algorithms for Nonlinear
Constrained Problems. 8. Korte, R. Schrader: A Econometric Models.- Suggestions for Further
Note on Convergence Proofs for Shor-Khachian- Research.- References for Chapters 1-7.
Methods. C. Lemarechal: A View of Line-
Searches. E. A. Nurminski: ll-Approximation and Projection methods in constrained optimisation
Decomposition of Large-Scale Problems. J.-P. and the application of projection techniques to
Penot: On the Existence of LAGRANGE Multi- policy optimisation problems are the primary
pliers in Nonlinear Programming in Banach topics treated in this work. The constrained
Spaces. S. Schaible, I. Zang: Convexifiable optimisation problem of minimizing a nonlinear
Pseudoconvex and Strictly Pseudoconvex C2- function of n variables subject to equality and
Functions (Extended Abstract). K. Schittkowski: inequality constraints is also known as the non-
Organization, Test, and Performance of Optimi- linear programming problem. Projection
zation Programs. P. Spellucci: Han's Method methods of constrained minimization involve
 21

projections of descent directions. The basic idea This book may be considered as the continuous-
underlying these methods is the principle of time version of the author's lecture "Realization
projections which may be considered to be the theory of discrete-time systems" atthe graduate
generalisation of the fact that inn-dimensional course in the School of Engineering, Nagoya
Euclidean space the shortest vector from a point University, 1976-1980.
to a subspace is orthogonal to the subspace.
The work consists of two parts. The first part is Volume 33
concerned with the development of projection P. Dransfield
techniques for different aspects of constrained
optimisation. The second part covers with the Hydraulic Control Systems
application of projection techniques to compu-
tational problems in policy optimisation.
-Design and Analysis of
Their Dynamics
Volume 32 1981. VII, 227 pages.
T. Matsuo DM 28,-; approx. US$ 13.10
ISBN 3-540-1 0890-4
Realization Theory of Con-
tinuous-Time Dynamical Contents: Introduction.- Notation and Units.-
Conventional Modelling Procedures.- Power
Systems Flow Modelling.- Power Bond Graphs.- Solu-
1981. VI, 329 pages. tion of Power Flow Models.- Selecting Equa-
DM 36,50; approx. US$ 17.00 tions and Coefficients.- Applications of Bond
Graphs.- Optimizing Dynamic Response.-
ISBN 3-540-10682-0 Phenomena Which Can Affect Response.- Con-
clusion.-Appendix 1: Static Design
Contents: Introduction.- Realization Theory of
Approaches.- Appendix 2: Sl Conversion Fac-
(General) Dynamical Systems.- Realization tors. -Appendix3: Dynamic Response-A Bib-
Theory of Linear Representation Systems.-
liography.- Index.
Realization Theory of (Algebraic) Linear (Time-
Constant) Systems.- References. -Index of For hydraulic control systems the use of power
Notations.- Index of Subjects. bond graphs is a natural and superior approach
to the development of reliable dynamic models.
This monograph presents a basis of realization They are introduced, explained, demonstrated,
theory of dynamical systems. Realization prob- and utilized in substantial detail in this volume.
lem is to determine an intrinsic mathematical The monograph is written mainly for those
model (canonical dynamical system) from the mechanical and control engineers seeking to
input-output relations of a given causal black include predictive dynamic analysis among their
box, i.e., to understand fully the internal techniques for the design of hydraulic control
behavior of the black box from the experimental systems and who find existing approaches
data of it. Morever, if possible, the author wants unsatisfying or inappropriate. The text is also
to make the mathematical model real. Realiza- suitable for graduate or senior undergraduate
tion theory was mainly developed in the field of courses, and for specialized extension-type
discrete-time linear systems as the algebraic courses.
system theory. On the other hand, it has been
recognized that the highly developed automata
theory has close relations with realization Volume 34
theory. Chapter A contains the introduction; H. W. Knobloch
chapter B shows that for any input response map
a, there is a uniquely determined (up to Higher Order Necessary
isomorphisms) canonical dynamical system
such that its behavior is a; in chapter C the
Conditions in Optimal Con-
author considers linear representation systems trol Theory
which are special dynamical systems such that
1981. V, 173 pages.
the state spaces have linear structure; in chapter
D linear concatenation monoids and (algebraic) DM 23,-; approx. US$10.70
linear time-constant systems are defined. ISBN 3-540-10985-4
22

Contents: Introduction.- Part 1: The formal ence with Energy System Modelling in Serbia.-
framework: Variable switching points. The basic Y. R. Cho, E. D. Gahan: The UNIDO World
definitions. The formula for (Ox) (w, a) in case Industry Co-operation Model.-5./. Gass, S.C.
D = o"/(ow;)". Dependence upon the f;. Differen- Parikh: Credible Baseline Analysis for Multi-
tiation with respect tow. Linear differential equa- Model Public PolicyStudies.-H. P. Smit, R. P.
tions. Control systems. Formal Taylor expan- Vos, H. J. W. Weyland: Medium- and Long-Term
sions; The general composition rule. Control Models for the ESCAP Region.- H. Bosse/:
constraints; Higher order necessary conditions. Modelling Policy Consequences and Evaluation
Auxiliary results. Proof ofTheorem 9.1.- Part II: Processes Using the "DEDUC" Nonnumerical
Interior controls. Second order conditions: Program System.-A. H. Zemanian: Economic
Linear and quadratic approximation of h!•l. The Models of Periodic Marketing Systems.- Y.
operator r. Linear and quadratic approximation Zahavi: A New Urban Travel Model.- P.M. Allen:
of Ku. Transformation of the control variable. Modelling the Self-Organization of Human Sys-
Some identities involving Lie-brackets and the tems.- S. K. Gehrecke: The Impact of Energy and
operator r. A general formu Ia for the Lie-brack- Environmental Policy on the Design of Energy
ets [Bt, B,,. A special case of the Clebsch- Models. -N. Fergany: Treatment of the Arab
Legendre condition. Auxiliary results. The Region in Global Models.- N. Fergany: Treat-
generalized Clebsch-Legendre condition. Mul- ment of the Arab Region in Global Models.-G.
tivariable controls; Second order equality condi- Bruckmann: IIASA's Role in Global Modelling.-
tions.- Part Ill: Free-endpoint problems: V. B. Bajic and B. J. Petrovic: Quasi-Models of
Restatement of previous results. The Jacobson- Price Evolution and their Qualitative Properties.
Gabasov condition and its generalization.- -G. G. Pirogov: A Model of Regional Interactions
Appendix.- References. Considering Energy Deficits.- M. Rajkov, S.
This volume deals with problems in deterministic Andric, Z. Sisarica, Lj. Rajin: Contribution to the
control theory which originate from the occur- Simulation Modelling of an Economic System.
rence of "singular" arcs. In general terms, these
are portions of optimal solutions for which the
bang bang principle does not hold. Since stand- Volume 36
ard optimization techniques often fail to provide
satisfactory information about this special type Stochastic Differential
of solution, a variety of local tests which supple-
ment the maximum principle along a singular arc
Systems
have been proposed within the last 20 years. The Proceedings of the 3rd IFIP-WG 7/1
monograph provides a complete and self-con- Working Conference Visegrad, Hun-
tained approach to these "higher order" neces- gary, September 15-20, 1980
sary conditions. Except for some elementary
facts from optimization theory no more
Editors: M. Arat6, D. Vermes,
mathematical background is required than ad- A. V. Balakrishnan
vanced calculus and linear algebra. 1981. Approx. 250 pages.
DM 32,50; approx. US$ 15.20
ISBN 3-540-11 038-0
Volume 35
Contents: M. Arat6: On optimal stopping times
Global Modelling in operating systems.- E. <;:inlar, J. Jacod: Semi-
Proceedings of the IFIP-WG 7/1 Work- martingales defined on Markov processes.- M.
A. H. Dempster: The expected value of perfect
ing Conference Dubrovnik, Yugos-
information in the optimal evolution of stochas-
lavia, Sept. 1-5, 1980 ticsystems.-M. D. Donsker, S. R. S. Varadhan:
Editor: S. Krcevinac Some problems of large deviations.- H. J. Engel-
1981. Approx: 240 pages. bert, W. Schmidt: On the behaviour of certain
DM 37 ,-; approx. US$ 17.20 functionals of the Wiener process and applica-
tions to stochastic differential equations.- P.
ISBN 3-540-11037-2 Greenwood: Point processes and system
lifetimes.- B. Grigelionis, R. Mikulevicius: On
Contents: R. Tomovic:Top-Down Approach to weak convergence of semi martingales and point
Global Dynamic Modelling. -Z. Zaric: Ex peri- processes.-/. Gyongy: Ito formula in Banach
 23

spaces.- D. I. Hadtiev: General theorems of approach to first passage problems and a new
filtering with point process observations.- U. G. condition for Wald's identity.- E. Platen: A
Haussmann: Existence of partially observable Taylor formula for semi martingales solving a
stochastic optimal controls.- 5. Ishak, J. Mogy- stochastic equation.- Gy. Sonnevend: On opti-
orodi: On the generalization of the Fefferman- mal sensor location in stochastic differential
Garsia inequality.- G. Ka/lianpur: Some remarks systems and in their deterministic analogues.-
on the purely nondeterministic property of sec- H. Pragarauskas: On first order singular Bellman
ond order random fields.- P. Kotelenez: The equation. -.J., von Scheidt: A limit theorem of
Holder continuity of Hilbert space valued solutions of stochastic boundary-initial-value
stochastic integrals with an application to SPDE. problems. -J. M. Stoyanov, 0. B. Enchev:
- N. V. Krylov, B. L. Rozovsky: On the first Stochastic integration with respect to mul-
integrals and Liouville equations for diffusion tiparameter Gaussian processes.- D. Surgailis:
processes.- H. J. Kushner: An averaging method On L 2 and non-L2 multiple stochastic integration.
for the analysis of adaptive systems with small -D. Vermes: Optimal stochastic control under
adjustment rate.- M. Metivier: A-spaces associ- reliability constraints. -A. A. Yuskevic: On con-
ated with processes. Application to stochastic trolled semi-Markov processes with average
equations. -A A. Novikov: A martingale reward criterion.
The Authors

Numbers printed in italics refer to monographs and those printed upright refer to proceedings volumes whose contents are listed in
Title Description

Abatut, J. L. 2 Betz, R. 28 Clerget, M. 14

Adamski, A. 23 Bianchi, C. 23 Cliff, E.M. 14
Aidarous, s. E. 1 Bianco, L. 7, 23 Clough, D. E. 2
Akaike, H. 2 Bielli, M. 6 Cohen, G. 6, 28
Albizuri, G. A. 19 Bieluszko, A. 22 Cohen, I. 28
Alexandrov, V. M. 18, 22 Bir6, M. 23 Colding-J0rgensen, C. 7
AI-Hussaini, A. 16 Bismut, J. M. 16 Colli Franzone, P. 1
Allen, P. M. 35 Bisschop, J. 23 Colonius, F. 30
Amerongen, J. van 24 Blaquiere, A. 3 Concus, P. 28
Amouroux, M. 1, 28 Blomsnes, B. 2 Cooley, T. F. 28
Anderson, B. D. 0. 5 Bonanomi, P. 24 Corsi, P. 23
Anderson, C. 28 Borkar, V. 14, 16 Costa Lobo, M. L. 7
Anderson, E. J. 23 Born, J. 18 Courdesses, M. 28
Anderson, L. P. 23 Bernard, G. 28 Courrege, P. 2
Andric, S. 35 Bosch, B. v. d. 2 Courtiol, B. 2
Andry, A. N. 23 Bosch, P. P. J. van d&n 24 Crane, M.A. 4
Angrand, F. 28 Bessel, H. 35 Cranston, M. 25
Anlender, A. 30 Briinnas, K. 23 Crouzeix, J.-P. 30
Antoulas, A. C. 28 Breuninger, J. 7 Cruz, J. B. jr. 14,28
Anulova, S. V. 25 Braun, P. 23 Cumani, A. 7
Aoki, M. 2 Breakwell, J. V. 3 Curtain, R. F. 8, 1,16
Apostolescu, V. 7 Breddermann, R. 24 Cuvelier, C. 22
Arat6, M. 36 Breitenecker, M. 2
Archetti, F. 7, 23 Brietzke, E. 22 Dahlquist, G. 15
Arkin, B. I. 25 Brokate, M. 30 Dalecky, Yu. L. 25
Arnold, H. 22 Bromley, C. 25 Dang van Mien, H. 28
Asachenkov, A. L. 18, 22 Brovko, 0. 22 Davis, M. H. A. 16,28
Astrom, K. J. 2, 14, 24 Bruckmann, G. 35 Deistler, M. 16
d'Atri, G. 7 Bruni, C. 6 Deleau, M. 2
Atteia, M. 30 Brunovsky, P. 22 Delebeque, F. 28
Bruni, C. 1, 18 Del Bello, R. 7
Babary, J. P 1 Bubnicki, Z. 1, 23 Delfour, M. C. 1, 2, 28
Bagchi, A. 1, 6 Buehring, J. 2 Delsarte, Ph. 28
Bajic, v. B. 35 Buehring, w. Dementiev, V. T. 18
Bakushinsky, A. B. 22 Biirk, R. 2 Dempster, M. A. H. 36
Balakrishnan, A. V. 1, 2, 6, 16, 19, 22, 25,36 Buric, M. 22 De Mey, G. 16
Bali, S. 7 Burmeister, E. 28 Dennis, R. 2
Bank, B. 23 Burns, J. A. 14 Derese, I. 28
Banks, H. T. 14 Butkovskiy, A. G. 14 Derigs, U. 23
Baras, J. S. 1 Deuflhard, P. 7
Barouch, E. 2 Calicchio, G. 6 DeZeeuw, A. J. 22
Bartholomew-Biggs, M. C. 6 Calzolari, G. 23 Dickie, A. A. 6
Barton, C. F. 6 Camerini, P. M. 23 Di Pille, G. 23
Basar, T. 16, 22, 28 Cameron, R. J. 25 Dirbov, B. F. 18
Bather, J. A. 2 Camoin, B. 7 Divakov, 0. G. 18
Baumert, H. 23 Gao, C. T. 24 Dolezal, J. 18,22
Bayoumi, M. M. 24 Carotenuto, L. Donsker, M. D. 36
Beer, K. 23 Carvalho Oliveira, R. Doshi, B. 16
Belavkin, V. P. 22 Case, J. 3 Dransfield, P. 33
Bellmann, K. 18 Casse, F. J. 28 Drenick, R. 6, 22
Belopolskaya, Ya. 1. 25 Casti, J. 2 Drobyshev, Yu. P. 18
Belykh, L. N. 18, 22 Chavent, G. 1, 6 Drud, A. 14
Benejean, R. 28 Chen, H. F. 28 Dubois, D. 2, 6
Bensoussan, A. 2, 14, 16,28 Chen, I. 22 Dubovsky, S. V. 19
Ben-Tal, A. 15 Cho, Y. R. 35 Dugard, L. 24
Benveniste, A. 6 Chretienne, Ph. 23 Dumas,J. M. 28
Beresnev, V.L. 18 Christopeit, N. 16, 22 Dummermuth, G. 16
Berezinski, M. 23 Cini, M. 6, 23 Duncan, T. E. 16
Bernhard, P. 3 Cinlar, E. 36 Dupacova, J. 22
·Bertolazzi, P. 23 Cirina, M. 7 Dupraz, B. 28
Bertsch, E. 0. 16 Clara, F. J. 28 Durand, B. 28
Bertsekas, D. P. 14 Clark, J. M. C. 25
Bertuzzi, A. 18 Claussen, U. 24 Eckhardt, U. 7
Betro, B. 7, 23 Clements, D. J. 5 Egardt, B. 20
 25

Egberts, G. 23 Grabowski, J. 7 Installs, M. J. 1

Eichler, J. 6 Grandinetti, L. 23 lntriligator, M.D. 28
Eisele, T. 16 Green, W. L. 24 lracki, K. 22, 23
EI-Bagoury, M. A. 24 Greenwood, P. 36 Irving, E. 24, 28
EI·Fattah, Y. M. 9 Greiss, F. K. 2 Ishak, S. 36
Elliot, H. 24 Grlbik, P.R. 15 Ito, K. 2
Elliott, R. 3, 16 Grigelionis, B. 16, 25, 36
El Qortobi, A. 30 Grippo, L. 23 Jacobsen, S. E. 7
Elshafei, A. N. 19 Grossmann, Ch. 23 Jacobson, D. H. 27
Elster, K. H. 23 Gruemm, H. R. 2 Jacod, J. 16, 36
Enchev, 0. B. 25, 36 Gruntenko, E. V. 18 Jaflre, J. 28
Engelbert, H. J. 25, 36 Guddat, J. 23 Jakubczyk, B. 22
Enjalbert, B. 28 Guth, G. 24 Jakubowski, A. 7
Escudero, L. F. 6 Gustafson, S.-A. 15 Janiak, A. 7
Evans, F. J. 17 Gutkowski, W. 22 Jankowski, W. 23
Evans, R. J. 28 Gwinner, J. 30 Javid, S. H. 28
Ezzat, T. 28 Gyongy, 1. 36 Jensen, 0. H. 7
Jilek, M. 18
Falconer, D. D. 28 Hackbusch, W. 30 Johnson, T. L. 22
Falster, P. 17 Had!iew, D. I. 36 Jonckheere, E. A. 14
Fattorini, H. 0. 2 Hiifele, W. 2 Jongen, H. Th. 7
Faugeras, 0. D. 28 Hagedorn, P. 3 Jongh, D. C. J. de 6
Favini, A. 22 Hager, W. W. 22 Jongkind, W. 24
Fergany, N. 35 Hajek, 0. 3 Jurinskii, V. V. 25
Ferroni, A. 16 Halbritter, G. 2, 6
Findeisen, W. 2 Hald, J. 14, 23 Kabanov, Yu. M. 25
Finke, G. 7 Halme, A. 28 Kacprzyk, J. 7, 23
Fischer, H. J. 25 Hammad, P. 23 Kaczkowski, A. 1
Fleming, W. H. 28 Hansen, T. 23 Kailath, T. 14
Fl less, M. 28 Hanus, R. 28 Kaliszewski, I. 23
Foell, W. K. 2 Haramis, G. E. 23 Kallianpur, G. 25, 36
Folie, G. M. 23 Harhammer, P. G. 6 Kalliauer, A. 18, 23
Fondraz, C. 28 Hartog, J. A. 23 Kallio, K. 23
Fouche, M. H. 28 Hasminskii, R. Z. 25 Kalman, R. E. 19, 28
Foulard, C. 9 Haurie, A. 6 Kamp, Y. 28
Fracon, A. 2 Hausmann, P. 7, 23 Kantorovlch, L. 22
Franksen, 0. I. 17 Haussmann, U. G. 36 Kappel, F. 6
Freund, E. 2 Hautus, M. L. J. 28 Karasek, M. 23
Friedlander, A. 7 Hazewinkel, M. 16 Karppinen, J. 2
Friedman, A. 16 Heginbotham, W. B. 2 Kaskosz, B. 22
Fuchs, J. J. 28 Helmes, K. 16 Kato, T. 7
Fuhrmann, P. A. Henry, J. 1 Kaufmann, G. 2
Futagami, T. 6 Herkenrath, U. 16 Kaufman, H. 24
Hernandez-Lerma, 0. 22 Keeney, R. 2
Gahan, E. D. 35 HeB, J. 25 Keyzer, M.A. 14
Galtchonk, L. I. 25 Hestenes, M. R. 6 Khalil, H. K. 14
Gandolfi, A. 18 Hettich, R. P. 7, 15 Kiekebusch-MOiter, B. D. 7, 22
Gardner, B. F. jr. 14 Heymann, M. 28 Kistner, A. 16
Gass, S. 1. 35 Hilhorst, M. T. 7 Kiyosi, Ito 25
Gasser, T. 16 Hiriart-Urruty, J.-B. 30 Klein, P. 18, 22
Gauthier, J.P. 28 Ho, Y. C. 14,28 Kliemann, W. 16
Gehrecke, S. K. 35 Hoang Hal Hoc 7 Knobloch, H. W. 3, 34
Gelenbe, E. 2 Hopfinger, E. 23 Koch, G. 1, 6,18
Genin, Y. 28 Holly, S. 19 Koda, M. 1
Gens, G. V. 23 Holt, J. N. 7 Kohne, M. 1
Germain, F. 14 Holubiec, J. 23 Kohlmann, M. 16, 30
Germani, A. 6 Homescu, R. 23 Kolvo, H. N. 22
Geveci, T. 27 Hopkins, Jr., A. L. 2 Kokotovic, P. V. 14, 28
Gevers, M. R. 1 Hoppensteadt, F. C. 2 Kolodziej, W. J. 22
Gimadi, E. KH. 18 Hornung, R. 23 Komech, A. I. 25
Girko, V. L. 25 Huard, P. 30 Komornik, J. 22
Glasholl, K. 15 Huberman, G. 28 Kondo, H. 7
Glattfelder, A. H. 24 Hung, J. C. 23 Korezlioglu, H. 16
Glonti, 0. A. 25 Hung, S. H. 23 Kornstaedt, H.-J. 15
Glos, E. 23 Korte, B. 7, 23, 30
Goffin, J. L. 6 lanculescu, G. D. 22 Kotelenez, P. 36
Gollan, B. 23 lbragimov, I. A. 25 Krabs, W. 6, 15, 30
Golub, G. H. 15 Ichikawa, A. 1 Krall, D. 30
Gomez, C. 28 ldzik, A. 22 Krarup, J. 23
Gonzalez, R. 6 Iglehart, D. L. 26 Krasovskil, N. N. 22
Goodman, G. S. 16 lisa~a. J. 2 Krawczak, M. 23
Goodwin, G. C. 28 lljin, E. V. 18 Krcevinac, S. 35
Goursat, M. 6 Inoue, K. 2 Kreglewski, T. 7
26
Krener, A. J. 16 Marchetti Spaccamela, A. 18 Novikov, N. F. 18
Krivonozhko, V. E. Marchuk, G. I. 6, 18 Novosad, P. 22
Krus, L. 23 Marrocco, A. 18 Nurminski, E. A. 14, 30
Krylov, N. V. 36 Mersereau, R. M. 28
Kulikowski, R. 22 Marshall, J. E. 24 Oettli, W. 30
Kulinic, G. L. 25 Marti, K. 7 Ogino, K. 6, 23
Kunita, H. 16 Martin, D. H. 27 Olbrot, A. W. 22
Kunze, E. G. 24 Martinez, A. 28 Olsder, G. J. 3, 6, 7, 28
Kuroda, Y. 2 Martinez, J. M. 7 Omatu, S. 11
Kushner, H. 16 Maslowski, A. 18 Ondet, B. 14
Kushner, H. J. 36 Mathiesen, L. 23 Opricovic, S. 22
Kuzucu. A. 24 Matko, D. 24 Oren, S. S. 7
Kwakernaak, H. 2, 6 Matrosov, V. M. 18 Orey, S. 25
Matsuo, T. 32 Oudet, B. A. 2
Lainiotis, D. G. 14 Maurer, H. 7 Ozawa, J. 6
Lampariello, F. 23 Maurin, S. 6
Landau, I. D. 2, 24 Mazzarol, G. 7 Pachter, M. 27
Landau, Y. 14 Mazziotto, G. 16, 28 Page, C. J. 2
Lang, B. 22 Medved, M. 22 Pandolfi, L. 22
Langmach, H. 1 Medvedev, A. V. 18 Papanicolaou, G. C. 25
Lapillonne, B. 2 Meeraus, A. 14, 23 Paraskevopoulos, P. N. 28
Larin, V. B. 23 Mellefont, D. J. 6 Pardoux, E. 16
Larminat, Ph. de 24 Menaldi, J. L. 28 Parks, P. C. 24
Lasdon, L. S. 14 Mercik, J. W. 23 Parikh, S.C. 35
Lasiecka, I. 6 Mesarovic, M. 19 Pavon, M. 28
Lasry, J. M. 2 Metivier, M. 36 Pawtow, I. 22
Latil, M. 28 Meyer, G. G. L. 7 Penenko, V. V. 18
Lazarevic, B. 19 Miellou, J. C. 22 Penot, J.-P. 30
Lbov, G. S. 23 Mihalyffy, L. 7 Perelson, A. S. 6
Lebedev, V. A. 25 Mikulevicius, R. 25, 36 Petrov, A. A. 18
Lebrun, A. 23 Milani, B. E. A. 22 Petrov, R. V. 18
Lee, E. B. 22 Miller, B. L. 7 Petrovic, B. J. 35
Lee, K. Y. 1 Miller, D. M. 6 Petrovic, R. 7
Leitmann, G. 3, 6 Minciardi, R. 7 Phillips, R. G. 28
Leiviska, K. 23 Minoux, M. 7 Pierson, B. L. 22
LeimkOhler, K. 23 Misiewicz, H. 23 Pillo, G. di 1
Lemarechal, C. 28, 30 Millar, P. 7 Pinter, J. 23
Lemoine, A. J. 4 Miller, S. K. 14, 28 Pirogov, G. G. 19, 35
Lemonnier, P. 28 Mizukami, K. 22 Pironneau, 0. 18
Leporelli, C. 23 Mogyor6di, J. 36 Plachky, D. 16
Levan, N. 1, 6 Mohler, R. R. 6, 18, 22 Platen, E. 25, 36
Levner, E. V. 23 Moisseev, N. 2 Podsiadto, A. 23
Lhote, F. 22 Molostvov, V. S. 22 Pogany, Z. 7
Libura, M. 23 Monfort, G. 6 Pohjolainen, S. A. 22, 28
Lieberman, R. W. 23 Morf,M. 14 Poljak, B. T. 14
Lions, J. L. 1, 2, 6, 14, 22,28 Mori, A. 28 Pospelov, I. G. 18
Lips, M. 23 Morkvenas, R. 25 Postlethwaite, I. 12
Liptser, R. Sh. 25 Moro, A. 16 Powell, M. J.D. 22
Liu, H. S. 6 Mosca, E. 28 Pragarauskas, H. 25, 36
Livshits, M.A. 18 Muller, w. D. 23 Pritchard, A. J. 1, 8
Lobry, C. 28 Muller, L. 2 Propoi, A. I. 7
Lozovoy, V. P. 18 Munack, A. 28 Prunnet, F. 28
Lucertini, M. 18, 23 Muramatsu, A. 2 Pugh, A. 2
Luh, P. B. 28 Myoken, H. 7 Pukhov, V. V. 18
Lukka, A. 7 Puliafito, P. P. 7
Luptacik, M. 7, 23 Nakahori, I. 6 Pursiheimo, U. 6
Nakayama, H. 2
MacFarlane, A. G. J. 12 Narendra, K. S. 24 Quadrat, J. P. 28
Maciejewski, J. M. 10 Nash, St. G. 15 Quagliata. A. J. 2
Mackenroth, U. 22 Neck, R. 23
Mackenroth, V. 30 Nehse, R. 23 Raczynski, s. 22
Mackevicins, V. 25 Nepomiastchy, P. 2, 14 Raiconi, G. 1
Madsen, K. 14, 23 Nevins, J. L. 2 Ramirez, W. F.
Madsen, 0. B. G. 23 Nguyen, V. H. 7 Rao, M. M. 16
Maffioli, F. 23 Nicoletti, B. 7 Ratte, P. 28
Mahno, S. Ja. 25 Nicolo, F. 6 Raviart, J. M. 23
Majchrzak, J. 22 Niezg6dka, M. 22 Ray, W. H. 2
Makino, A. 2 Nijkamp, P. 23 Rajin, Lj. 35
Melandrakis, C. 1 Nitka, K. 1 Rajkov, M. 35
Malanowski, K. 6, 18, 22, 23, 30 Noldus, E. 28 Rechenmann, F. 14
Malgrange, P. 2 Nonova, A. N. 22 Reid, R. M. 14
Manas, M. 22 Normand-Cyrot, D. 28 Ricci, G. 28
Manitius, A. 2, 28 Novi kov, A. A. 25, 36 Ricciardelli, S.
 27

Riedel, C. 2 Sokolowski, J. 22 Velupillai, K. 16

Rigby, L. 6 Sonnevend, Gy. 22, 36 Vercellis, C. 23
Rishel, R. 16 Sontag, E. D. 13 Veretennikov, A. Yu. 25
Rissanen, J. 14 Serine, M. 2 Vermes, D. 25. 36
Robin. M. 6 Sosnowski. J. S. 23 Versini, F. 28
Robinson, J. M. 22 Speake, Th. C. 28 Vicentini, P. 7
Roch, A. 24 Spellucci, P. 30 Vidyasagar, M. 29
Romisch, w. 22 Spiteri, P. 22 Vieira, A. 14
Rosier, U. 25 Spronk, J. 23 Viganotti. C. 1
Rotman, E. 6 Staar, J. 28 Villa, A. 7
Roleff, K. 15 Stanczak, W. 7 Vincent, T. L. 3
Rosenberg. R. C. 23 Staroswiecki, M. 23 Vi~ic, M. I. 25
Rost, H. 25 Stefanelli, M. 1 Vogel, W. 16
Rousselet, B. 6 Sternby, J. 24 Volkenstein, M. V. 18
Roxin, E. 0. 3 Sterzl, J. 22 Volpi. G. 6
Rozovsky, B. L. 25, 36 Stettner, L. 22 Vos, R. P. 35
Ruberti, A. 1 Stig-Nielsen, P. 7
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ISBN 978-3-662-23401-3 ISBN 978-3-662-25449-3 (eBook)
DOI 10.1007/978-3-662-25449-3

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