Numerical methods for controlled stochastic delay systems
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Publication:933592
zbMath1219.93001MaRDI QIDQ933592
Publication date: 22 July 2008
Published in: Systems \& Control: Foundations \& Applications (Search for Journal in Brave)
Markov chain approximation methodNumerical methods for delayed controlled diffusionsStochastic control of delay systems
Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Stochastic functional-differential equations (34K50) Numerical solutions to stochastic differential and integral equations (65C30)
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