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Numerical Methods for Controlled Stochastic Delay Systems

Language EnglishEnglish
Book Hardback
Book Numerical Methods for Controlled Stochastic Delay Systems Harold J. Kushner
Libristo code: 01399412
Publishers Birkhauser Boston Inc, July 2008
The Markov chain approximation methods are widely used for the numerical solution of nonlinear stoch... Full description
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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. It is the first book on the subject.

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About the book

Full name Numerical Methods for Controlled Stochastic Delay Systems
Author Harold J. Kushner
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 282
EAN 9780817645342
ISBN 0817645349
Libristo code 01399412
Publishers Birkhauser Boston Inc
Weight 623
Dimensions 155 x 235 x 21

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Applied mathematics > Nonlinear science
Economics, Finance, Business & Management > Business & Management > Management & management techniques
Economics, Finance, Business & Management > Business & Management > Operational research
Mathematics & Science > Mathematics > Probability & statistics
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