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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Kushner, Harold J. (Harold Joseph), 1933- (Author)
Format: Electronic eBook
Language:Inglés
Published: Boston : Birkhäuser, ©2008.
Series:Systems & control.
Subjects:
Stochastic systems.
Systèmes stochastiques.
SCIENCE > System Theory.
Stochastic systems
Statistisk metod.
Stochastische Differentialgleichung mit Gedächtnis > Stochastische Kontrolltheorie > Numerisches Verfahren > Markov-Kette.
Stochastische Kontrolltheorie > Stochastische Differentialgleichung mit Gedächtnis > Numerisches Verfahren > Markov-Kette.
Markov-Kette > Stochastische Kontrolltheorie > Numerisches Verfahren > Stochastische Differentialgleichung mit Gedächtnis.
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