Autor: Harold J. Kushner
ISBN-13: 9780817645342
Einband: Buch
Seiten: 282
Gewicht: 568 g
Format: 241x162x19 mm
Sprache: Englisch

Numerical Methods for Controlled Stochastic Delay Systems

Systems & Control: Foundations & Applications
 Buch
121,99 €*
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 and is the first book on the subject. Featuring numerical algorithms and examples with applications to control and modern communications systems, the book will be of great interest to all those who work with stochastic delay equations and whose main interest is in either the use of the algorithms or in the underlying 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.
Preface
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
References
Index
Symbol Index
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.
Autor: Harold J. Kushner
ISBN-13 :: 9780817645342
ISBN: 0817645349
Verlag: Springer Basel AG
Gewicht: 568g
Seiten: 282
Sprache: Englisch
Sonstiges: Buch, 241x162x19 mm, 25 schw.-w. Abb., 25 schw.-w. Zeichn.