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Item Details
| Title:
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NUMERICAL METHODS FOR CONTROLLED STOCHASTIC DELAY SYSTEMS
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| By: |
Harold J. Kushner |
| Format: |
Hardback |
| List price:
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£99.99 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0817645349 |
| ISBN 13: |
9780817645342 |
| Publisher: |
BIRKHAUSER BOSTON INC |
| Pub. date: |
25 July, 2008 |
| Edition: |
2008 ed. |
| Series: |
Systems & Control: Foundations and Applications |
| Pages: |
302 |
| Description: |
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. |
| 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. 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. |
| Illustrations: |
37 black & white illustrations, biography |
| Publication: |
US |
| Imprint: |
Birkhauser Boston Inc |
| Returns: |
Returnable |
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