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Numerical Methods for Controlled Stochastic Delay Systems (Hardcover)

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Product Overview

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.

Specifications

Publisher Birkhauser
Mfg Part# 9780817645342
SKU 208019635
Format Hardcover
ISBN10 0817645349
Release Date 3/2/2009
Product Attributes
Book Format Hardcover
Number of Pages 0302
Publisher Springer
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