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丛 书 名:Systems & Control: Foundations & Applications
版本说明:2008
I S B N:(纸本) 9780817645342
出 版 社:Birkhäuser Boston
出 版 年:2008年
页 数:294页
主 题 词:systems control delay stochastic methods controlled numericalOperations Research Management & Leadership Business & Investing
学科分类:0711[理学-系统科学] 07[理学] 08[工学] 070105[理学-运筹学与控制论] 081101[工学-控制理论与控制工程] 071101[理学-系统理论] 0811[工学-控制科学与工程] 0701[理学-数学]
摘 要: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