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Numerical Methods for Controlled Stochastic Delay Systems
eBook - Systems & Control: Foundations & Applications
ISBN/EAN: 9780817646219
Umbreit-Nr.: 1801947
Sprache:
Englisch
Umfang: 282 S., 6.45 MB
Format in cm:
Einband:
Keine Angabe
Erschienen am 19.12.2008
Auflage: 1/2008
E-Book
Format: PDF
DRM: Digitales Wasserzeichen
- Zusatztext
- <P>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. The book is the first on the subject and will be of great interest to all those who work with stochastic delay equations and whose main interest is either in the use of the algorithms or in the mathematics. An excellent resource for graduate students, researchers, and practitioners, the work may be used as a graduate-level textbook for a special topics course or seminar on numerical methods in stochastic control.</P>
- Kurztext
- <P>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. It is the first book on the subject.</P>