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Numerical methods for controlled stochastic delay systems /
The Markov chain approximation methods are used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. It surveys properties of various stochastic dynamical models, including singular control, and those...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Boston :
Birkhäuser,
©2008.
|
| Colección: | Systems & control.
|
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Kushner, Harold J. |q (Harold Joseph), |d 1933- |e author. |1 https://id.oclc.org/worldcat/entity/E39PBJccgMpmHBtj9XYPKqMtrq | |
| 245 | 1 | 0 | |a Numerical methods for controlled stochastic delay systems / |c Harold J. Kushner. |
| 260 | |a Boston : |b Birkhäuser, |c ©2008. | ||
| 300 | |a 1 online resource (xix, 281 pages) : |b illustrations | ||
| 336 | |a text |b txt |2 rdacontent | ||
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| 490 | 1 | |a Systems & control | |
| 504 | |a Includes bibliographical references (pages 267-271) and indexes. | ||
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| 520 | |a The Markov chain approximation methods are used for the numerical solution of nonlinear stochastic control problems in continuous time. This book extends the methods to stochastic systems with delays. It surveys properties of various stochastic dynamical models, including singular control, and those for diffusion and reflected diffusion models. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Stochastic systems. | |
| 650 | 6 | |a Systèmes stochastiques. | |
| 650 | 7 | |a SCIENCE |x System Theory. |2 bisacsh | |
| 650 | 7 | |a Stochastic systems |2 fast | |
| 650 | 7 | |a Statistisk metod. |2 sao | |
| 650 | 7 | |a Stochastische Differentialgleichung mit Gedächtnis |x Stochastische Kontrolltheorie |x Numerisches Verfahren |x Markov-Kette. |2 swd | |
| 650 | 7 | |a Stochastische Kontrolltheorie |x Stochastische Differentialgleichung mit Gedächtnis |x Numerisches Verfahren |x Markov-Kette. |2 swd | |
| 650 | 7 | |a Markov-Kette |x Stochastische Kontrolltheorie |x Numerisches Verfahren |x Stochastische Differentialgleichung mit Gedächtnis. |2 swd | |
| 758 | |i has work: |a Numerical methods for controlled stochastic delay systems (Text) |1 https://id.oclc.org/worldcat/entity/E39PCH88QQ9VBb8HDYYK4GXHT3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Kushner, Harold J. (Harold Joseph), 1933- |t Numerical methods for controlled stochastic delay systems. |d Boston : Birkhäuser, ©2008 |z 0817645349 |w (DLC) 2008923928 |w (OCoLC)209333153 |
| 830 | 0 | |a Systems & control. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=417974 |z Texto completo |
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