Full Product Details
Author: Harold Kushner
Publisher: Birkhauser Boston Inc
Imprint: Birkhauser Boston Inc
Edition: 2008 ed.
Dimensions:
Width: 15.50cm
, Height: 1.70cm
, Length: 23.50cm
Weight: 0.623kg
ISBN: 9780817645342
ISBN 10: 0817645349
Pages: 282
Publication Date: 25 August 2008
Audience:
College/higher education
,
Postgraduate, Research & Scholarly
Format: Hardback
Publisher's Status: Active
Availability: In Print
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Reviews
From the reviews: Overall this is a book entirely devoted to numerics of controlled stochastic systems with delays. In addition to analysis, it contains many numerical and simulation results. The book should be beneficial to both people working in the numerical methods of stochastic controls and people working in various applications who need to use numerical algorithms. It is perhaps the only comprehensive numerical study of controlled diffusions with delays to date...[I]t is conceivable that this book will become a standard reference in the stochastic control literature. --Mathematical Reviews This book extends the Markov chain approximation methods from nonlinear stochastic control problems in continuous time to stochastic systems with delays which arise in the realistic modeling of many physical, mechanical, biological or medical systems. ! An Index, a Symbol Index and a 95 titles reference list are also provided. ! used as a graduate level textbook or as a reference for researchers or practitioners dealing with stochastic delay equations, and interested in either the use of algorithms or of the underlying mathematics. (Adriana-Ioana Lefter, Memoirs of the Scientific Sections, 2009)
From the reviews: ""Overall this is a book entirely devoted to numerics of controlled stochastic systems with delays. In addition to analysis, it contains many numerical and simulation results. The book should be beneficial to both people working in the numerical methods of stochastic controls and people working in various applications who need to use numerical algorithms. It is perhaps the only comprehensive numerical study of controlled diffusions with delays to date...[I]t is conceivable that this book will become a standard reference in the stochastic control literature."" -Mathematical Reviews ""This book extends the Markov chain approximation methods from nonlinear stochastic control problems in continuous time to stochastic systems with delays which arise in the realistic modeling of many physical, mechanical, biological or medical systems. ... An Index, a Symbol Index and a 95 titles reference list are also provided. ... used as a graduate level textbook or as a reference for researchers or practitioners dealing with stochastic delay equations, and interested in either the use of algorithms or of the underlying mathematics."" (Adriana-Ioana Lefter, Memoirs of the Scientific Sections, 2009)
From the reviews: Overall this is a book entirely devoted to numerics of controlled stochastic systems with delays. In addition to analysis, it contains many numerical and simulation results. The book should be beneficial to both people working in the numerical methods of stochastic controls and people working in various applications who need to use numerical algorithms. It is perhaps the only comprehensive numerical study of controlled diffusions with delays to date...[I]t is conceivable that this book will become a standard reference in the stochastic control literature. --Mathematical Reviews This book extends the Markov chain approximation methods from nonlinear stochastic control problems in continuous time to stochastic systems with delays which arise in the realistic modeling of many physical, mechanical, biological or medical systems. ! An Index, a Symbol Index and a 95 titles reference list are also provided. ! used as a graduate level textbook or as a reference for researchers or practitioners dealing with stochastic delay equations, and interested in either the use of algorithms or of the underlying mathematics. (Adriana-Ioana Lefter, Memoirs of the Scientific Sections, 2009)
