MARC details
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04152nam a22005295i 4500 |
| 001 - CONTROL NUMBER |
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| control field |
978-0-8176-4621-9 |
| 003 - CONTROL NUMBER IDENTIFIER |
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| control field |
DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
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| control field |
20251006084437.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| fixed length control field |
cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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| fixed length control field |
110406s2008 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9780817646219 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
99780817646219 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-0-8176-4621-9 |
| Source of number or code |
doi |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Kushner, Harold J. |
| Relator term |
author. |
| 245 10 - TITLE STATEMENT |
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| Title |
Numerical Methods for Controlled Stochastic Delay Systems |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc. |
by Harold J. Kushner. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Boston : |
| Name of producer, publisher, distributor, manufacturer |
Birkhäuser Boston, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2008. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XX, 282p. 37 illus. |
| Other physical details |
online resource. |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| Encoding format |
PDF |
| Source |
rda |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Systems & Control: Foundations & Applications |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Examples and Introduction -- Weak Convergence and Martingales -- Stochastic Delay Equations: Models -- Approximations to the Dynamical Models -- The Ergodic Cost Problem -- Markov Chain Approximations: Introduction -- Markov Chain Approximations: Path and Control Delayed. -- Path and Control Delayed: Continued -- A Wave Equation Approach. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
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 in the path, or path and control, with reduced memory requirements. * Develops transformations of the problem that yield more efficient approximations when the control, driving Wiener process, and/or reflection processes might be delayed, as well as the path. * Presents examples with applications to control and modern communications systems. The book is the first on the subject and will be of interest to all those who work with stochastic delay equations and whose main interest is in either the use of the algorithms or the underlying 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
DIFFERENTIABLE DYNAMICAL SYSTEMS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
SYSTEMS THEORY. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
NUMERICAL ANALYSIS. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
OPERATIONS RESEARCH. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
DISTRIBUTION (PROBABILITY THEORY). |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
ENGINEERING. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
MATHEMATICS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
SYSTEMS THEORY, CONTROL. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
NUMERICAL ANALYSIS. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
PROBABILITY THEORY AND STOCHASTIC PROCESSES. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
DYNAMICAL SYSTEMS AND ERGODIC THEORY. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name entry element |
COMPUTATIONAL INTELLIGENCE. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
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| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
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| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
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| Relationship information |
Printed edition: |
| International Standard Book Number |
9780817645342 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Systems & Control: Foundations & Applications |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
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| Uniform Resource Identifier |
<a href="http://dx.doi.org/10.1007/978-0-8176-4621-9">http://dx.doi.org/10.1007/978-0-8176-4621-9</a> |
| Public note |
Ver el texto completo en las instalaciones del CICY |
| 912 ## - |
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| -- |
ZDB-2-SMA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
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| Source of classification or shelving scheme |
Dewey Decimal Classification |
| Koha item type |
Libros electrónicos |
