Title Numerical methods for controlled stochastic delay systems / Harold J. Kushner

Published Boston : Birkhäuser, ©2008

Click on the following:
Springer eBooks
ProQuest Ebook Central
Springer Mathematics and Statistics eBooks

Copies

Description 1 online resource (xix, 281 pages) : illustrations Series Systems & control Systems & control. Contents 140460_1_En_FM1_OnlinePDF.pdf; 140460_1_En_1_Chapter_OnlinePDF.pdf; 140460_1_En_2_Chapter_OnlinePDF.pdf; 140460_1_En_3_Chapter_OnlinePDF.pdf; 140460_1_En_4_Chapter_OnlinePDF.pdf; 140460_1_En_5_Chapter_OnlinePDF.pdf; 140460_1_En_6_Chapter_OnlinePDF.pdf; 140460_1_En_7_Chapter_OnlinePDF.pdf; 140460_1_En_8_Chapter_OnlinePDF.pdf; 140460_1_En_9_Chapter_OnlinePDF.pdf; 140460_1_En_BM1_OnlinePDF.pdf Summary 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 Bibliography Includes bibliographical references (pages 267-271) and indexes Notes English Print version record Subject Stochastic systems. 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. Form Electronic book ISBN 9780817646219 0817646213 9780817645342 0817645349 6611954554 9786611954550

  Permalink