Numerical Methods for Controlled Stochastic Delay Systems

by Harold J. Kushner

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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 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...

Format:Hardcover

Language:English

ISBN:0817645349

ISBN13:9780817645342

Release Date:August 2008

Publisher:Birkhauser

Length:282 Pages

Weight:1.23 lbs.

Dimensions:0.7" x 6.1" x 9.3"

Related Subjects

Math Mathematics Science & Math

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Numerical Methods for Controlled Stochastic Delay Systems

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