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 |
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Autor principal: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Boston :
Birkhäuser,
©2008.
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Colección: | Systems & control.
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Temas: | |
Acceso en línea: | Texto completo |