| 書目名稱 | Numerical Methods for Controlled Stochastic Delay Systems |
| 編輯 | Harold J. Kushner |
| 視頻video | http://file.papertrans.cn/670/669055/669055.mp4 |
| 概述 | This is the first comprehensive book on the subject.Useful forms of numerical algorithms and system approximations are given.Various examples are presented with applications to control and modern comm |
| 叢書名稱 | Systems & Control: Foundations & Applications |
| 圖書封面 |  |
| 描述 | .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 |
| 出版日期 | Book 2008 |
| 關鍵詞 | Ergodic theory; Markov; Markov chain approximation methods; Minimum; Transformation; algorithms; convergen |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-0-8176-4621-9 |
| isbn_ebook | 978-0-8176-4621-9Series ISSN 2324-9749 Series E-ISSN 2324-9757 |
| issn_series | 2324-9749 |
| copyright | Birkh?user Boston 2008 |
|Archiver|手機版|小黑屋|
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