Numerical Methods Controlled Stochastic by Kushner Harold (19 results)

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Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Condition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.

Condition: New. 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. Series: Systems & Control: Foundations and Applications. Num Pages: 302 pages, 37 black & white illustrations, biography. BIC Classification: PBK; PBWL. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 17. Weight in Grams: 603. . 2008. Hardback. . . . .

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Condition: New. 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. Series: Systems & Control: Foundations and Applications. Num Pages: 302 pages, 37 black & white illustrations, biography. BIC Classification: PBK; PBWL. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 234 x 156 x 17. Weight in Grams: 603. . 2008. Hardback. . . . . Books ship from the US and Ireland.

Buch. Condition: Neu. Neuware -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.Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, 14197 Berlin 304 pp. Englisch.

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Buch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 the path, or path and control, with reduced memory requirements.\* Develops transformations of the problem that yield more efficient approximations when the control, driving Wiener process, and/or reflection processes might be delayed, as well as the path.\* Presents examples with applications to control and modern communications systems.The book is the first on the subject and will be of interest to all those who work with stochastic delay equations and whose main interest is in either the use of the algorithms or the underlying 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.

Hardcover. Condition: new. Hardcover. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Buch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 304 pp. Englisch.

Gebunden. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This is the first comprehensive book on the subjectUseful forms of numerical algorithms and system approximations are givenVarious examples are presented with applications to control and modern communications systemsFor a broad audie.

Hardback. Condition: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 633.