E-Book, Englisch, 282 Seiten, eBook
Kushner Numerical Methods for Controlled Stochastic Delay Systems
1. Auflage 2008
ISBN: 978-0-8176-4621-9
Verlag: Birkhäuser Boston
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, 282 Seiten, eBook
Reihe: Systems & Control: Foundations & Applications
ISBN: 978-0-8176-4621-9
Verlag: Birkhäuser Boston
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
Examples and Introduction.- Weak Convergence and Martingales.- Stochastic Delay Equations: Models.- Approximations to the Dynamical Models.- The Ergodic Cost Problem.- Markov Chain Approximations: Introduction.- Markov Chain Approximations: Path and Control Delayed..- Path and Control Delayed: Continued.- A Wave Equation Approach.
