Numerical Methods for Controlled Stochastic Delay Systems (Systems and Control: Foundations and Applications) (Systems & Control: Foundations & Applications)

by HaroldJ.Kushner (Author)

• New

  Hardcover
  2008

  $145.05

  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.