Numerical methods for controlled stochastic delay systems
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. Because such problems are infinite-dimensional, many new issues arise in getting good numeri...
محفوظ في:
| المؤلف الرئيسي: | |
|---|---|
| التنسيق: | Livre numérique |
| اللغة: | Anglais |
| منشور في: |
Boston, MA :
Birkhäuser Boston
2008.
Cham : Springer Nature |
| سلاسل: | Systems & Control: Foundations & Applications
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| الموضوعات: | |
| الوصول للمادة أونلاين: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| ملاحظة: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Numerical Methods for Controlled Stochastic Delay Systems, Texte imprimé, 9780817672010 • Numerical methods for controlled stochastic delay systems, Harold J. Kushner, 2008, Boston, Birkhäuser, 1 vol. (XIX-281 p.), Systems & control, 978-0-8176-4534-2 |