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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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Bibliografiske detaljer
Hovedforfatter: Kushner, Harold. (Author, http://id.loc.gov/vocabulary/relators/aut)
Institution som forfatter: SpringerLink (Online service)
Format: Electronisk eBog
Sprog:English
Udgivet: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2008.
Udgivelse:1st ed. 2008.
Serier:Systems & Control: Foundations & Applications,
Fag:
System theory.
Probabilities.
Mathematical analysis.
Analysis (Mathematics).
Numerical analysis.
Operations research.
Management science.
Dynamics.
Ergodic theory.
Systems Theory, Control.
Probability Theory and Stochastic Processes.
Analysis.
Numerical Analysis.
Operations Research, Management Science.
Dynamical Systems and Ergodic Theory.
Online adgang:https://doi.org/10.1007/978-0-8176-4621-9
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https://doi.org/10.1007/978-0-8176-4621-9

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