Numerical methods for controlled stochastic delay systems [electronic resource] / Harold J. Kushner.
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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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boston :
Birkhäuser,
©2008.
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| Series: | Systems & control.
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| Subjects: |
Table of 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.