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Numerical Methods for Controlled Stochastic Delay Systems 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Kushner, Harold J. 作者

译者

2008-8 出版日期

304 页数

$ 123.17 价格

丛书系列

9780817645342 图书编码

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Numerical Methods for Controlled Stochastic Delay Systems 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Numerical Methods for Controlled Stochastic Delay Systems 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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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. 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.

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