Numerical Methods for Controlled St - E-book

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Numerical Methods For Controlled Stochastic Delay Systems - ENG

Harold Kushner

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Sinopsis

ISBN:	9780817646219
Formato:	Page Fidelity
Idioma:	Inglés
Editorial:	Springer Nature
Tema:	Ciencia
Subtema:	Teoría de los Sistemas
Año de publicación:	2008-12-19

The Markov chain approximation methods are widely used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. The book is the first on the subject and will be of great interest to all those who work with stochastic delay equations and whose main interest is either in the use of the algorithms or in the mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control.

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