Can I read Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications) on EtoBox?

Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications) by Harold J. Kushner is a nonfiction available to read on EtoBox.

What is Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications) about?

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. Because such problems are infinite-dimensional, many new issues arise in getting good numerical approximations and in the convergence proofs. Useful forms of numerical algorithms and system approximations are developed in this work, and the convergence proofs are given. All of the usual cost functions are treated as well as singular and impulsive controls. A major concern is on representations and approximations that use minimal memory. Features and topics include: • Surveys properties of the most important stochastic dynamical models, including singular control, and those for diffusion and reflected diffusion models. • Gives approximations to the dynamical models that simplify the numerical problem, but have only small effects on the behavior. • Develops an ergodic theory for reflected diffusions with delays, as well as model simplifications useful for numerical approximations for average cost per unit time problems. • Provides numerical algorithms for models with delays in th

Who reads Numerical Methods for Controlled Stochastic Delay Systems (Systems & Control: Foundations & Applications)?

Author

Harold J. Kushner

Publisher

Birkhäuser Boston

Published

2008

Language

EN

ISBN

9780817646219

Category

nonfiction

Subjects

Business, Mathematics, Science