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...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
Boston, MA :
Birkhäuser Boston
2008.
Cham : Springer Nature |
| Edice: | Systems & Control: Foundations & Applications
|
| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
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 |
Obsah:
- 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.