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.
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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. It is the first book on the subject.
Read Less
Add this copy of Numerical Methods for Controlled Stochastic Delay to cart. $81.11, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 2008 by Birkhäuser.
Add this copy of Numerical Methods for Controlled Stochastic Delay to cart. $133.23, Sold by Books International rated 3.0 out of 5 stars, ships from Toronto, ON, CANADA, published 2008 by Birkhauser.
