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totalt 3 treff
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
innbundet,
1990,
Engelsk,
ISBN 9780817634377
The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating …
Numerical Methods for Controlled Stochastic Delay Systems
innbundet,
2008,
Engelsk,
ISBN 9780817645342
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 …
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
heftet,
2011,
Engelsk,
ISBN 9781461288381
The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating …