Numerical Methods for Controlled Stochastic Delay Systems
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. Because such problems are infinite-dimensional, many new issues arise in getting good numeri...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boston, MA :
Birkhäuser Boston : Imprint: Birkhäuser,
2008.
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| Edition: | 1st ed. 2008. |
| Series: | Systems & Control: Foundations & Applications,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-0-8176-4621-9 |
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