Numerical Methods for Controlled Stochastic Delay Systems

Numerical Methods for Controlled Stochastic Delay Systems by Harold Kushner.

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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Bibliographic Details
Main Author: Kushner, Harold (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Boston, MA : Birkhäuser Boston : Imprint: Birkhäuser, 2008.
Edition:1st ed. 2008.
Series:Systems & Control: Foundations & Applications,
Springer eBook Collection.
Subjects:
System theory.
Probabilities.
Mathematical analysis.
Analysis (Mathematics).
Numerical analysis.
Operations research.
Management science.
Dynamics.
Ergodic theory.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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