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Numerical Methods for Controlled Stochastic Delay Systems
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Numerical Methods for Controlled Stochastic Del... 0817645349 Book Cover

Numerical Methods for Controlled Stochastic Del...

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Edition 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 and is the first book on the subject. Featuring numerical algorithms...

Edition Details
Format:Hardcover
Language:English
ISBN:0817645349
Format: Hardcover
Condition:
$
109.99
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