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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| 企业作者: | |
| 格式: | 电子 电子书 |
| 语言: | English |
| 出版: |
Boston, MA :
Birkhäuser Boston : Imprint: Birkhäuser,
2008.
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| 版: | 1st ed. 2008. |
| 丛编: | Systems & Control: Foundations & Applications,
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| 主题: | |
| 在线阅读: | https://doi.org/10.1007/978-0-8176-4621-9 |
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