Code: 01399412
Numerical Methods for Controlled Stochastic Delay Systems
by Harold J. Kushner
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 o ... more
- Language:
English - Binding: Hardback
- Number of pages: 282
Publisher: Birkhauser Boston Inc, 2008
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102.84 €
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Book synopsis
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.
Book details
Book category Books in English Mathematics & science Mathematics Applied mathematics
102.84 €
- Full title: Numerical Methods for Controlled Stochastic Delay Systems
- Author: Harold J. Kushner
- Language: English
- Binding: Hardback
- Number of pages: 282
- EAN: 9780817645342
- ISBN: 0817645349
- ID: 01399412
- Publisher: Birkhauser Boston Inc
- Weight: 623 g
- Dimensions: 235 × 155 × 21 mm
- Date of publishing: 25. July 2008
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