Name: Numerical Methods for Controlled Stochastic Delay Systems
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Author: Harold Kushner
ISBN: 9780817645342

Numerical Methods for Controlled Stochastic Delay Systems af Harold 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.

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Sprog:
Engelsk

ISBN:
9780817645342

Forlag:
Birkhauser Boston Inc

Indbinding:
Hardback

Sideantal:
282

Udgivet:
25. juli 2008

Udgave:
2008

Størrelse:
234x156x17 mm.

Vægt:
623 g.

Leveringstid: 8-11 hverdage.
Forventet levering: 2. december 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.

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