Numerical methods for controlled stochastic delay systems
295 p.
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| Format: | Book |
| Language: | English |
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Springer
2017
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| Online Access: | http://repository.vnu.edu.vn/handle/VNU_123/27773 |
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| Institution: | Vietnam National University, Hanoi |
| Language: | English |
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oai:112.137.131.14:VNU_123-277732020-06-18T02:10:44Z Numerical methods for controlled stochastic delay systems Kushner, Harold J. Mathematics and Statistics ; Stochastic systems. 003.76 295 p. 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. 2017-04-13T07:30:38Z 2017-04-13T07:30:38Z 2008 Book http://repository.vnu.edu.vn/handle/VNU_123/27773 en application/pdf Springer |
| institution |
Vietnam National University, Hanoi |
| building |
VNU Library & Information Center |
| country |
Vietnam |
| collection |
VNU Digital Repository |
| language |
English |
| topic |
Mathematics and Statistics ; Stochastic systems. 003.76 |
| spellingShingle |
Mathematics and Statistics ; Stochastic systems. 003.76 Kushner, Harold J. Numerical methods for controlled stochastic delay systems |
| description |
295 p. |
| format |
Book |
| author |
Kushner, Harold J. |
| author_facet |
Kushner, Harold J. |
| author_sort |
Kushner, Harold J. |
| title |
Numerical methods for controlled stochastic delay systems |
| title_short |
Numerical methods for controlled stochastic delay systems |
| title_full |
Numerical methods for controlled stochastic delay systems |
| title_fullStr |
Numerical methods for controlled stochastic delay systems |
| title_full_unstemmed |
Numerical methods for controlled stochastic delay systems |
| title_sort |
numerical methods for controlled stochastic delay systems |
| publisher |
Springer |
| publishDate |
2017 |
| url |
http://repository.vnu.edu.vn/handle/VNU_123/27773 |
| _version_ |
1680968068684054528 |