000			04152nam a22005295i 4500
001			978-0-8176-4621-9
003			DE-He213
005			20251006084437.0
007			cr nn 008mamaa
008			110406s2008 xxu| s |||| 0|eng d
020			_a9780817646219
020			_a99780817646219
024	7		_a10.1007/978-0-8176-4621-9 _2doi
100	1		_aKushner, Harold J. _eauthor.
245	1	0	_aNumerical Methods for Controlled Stochastic Delay Systems _h[electronic resource] / _cby Harold J. Kushner.
264		1	_aBoston : _bBirkhäuser Boston, _c2008.
300			_aXX, 282p. 37 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
490	1		_aSystems & Control: Foundations & Applications
505	0		_aExamples 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			_aThe 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	_aMATHEMATICS.
650		0	_aDIFFERENTIABLE DYNAMICAL SYSTEMS.
650		0	_aSYSTEMS THEORY.
650		0	_aNUMERICAL ANALYSIS.
650		0	_aOPERATIONS RESEARCH.
650		0	_aDISTRIBUTION (PROBABILITY THEORY).
650		0	_aENGINEERING.
650	1	4	_aMATHEMATICS.
650	2	4	_aSYSTEMS THEORY, CONTROL.
650	2	4	_aNUMERICAL ANALYSIS.
650	2	4	_aOPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING.
650	2	4	_aPROBABILITY THEORY AND STOCHASTIC PROCESSES.
650	2	4	_aDYNAMICAL SYSTEMS AND ERGODIC THEORY.
650	2	4	_aCOMPUTATIONAL INTELLIGENCE.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9780817645342
830		0	_aSystems & Control: Foundations & Applications
856	4	0	_uhttp://dx.doi.org/10.1007/978-0-8176-4621-9 _zVer el texto completo en las instalaciones del CICY
912			_aZDB-2-SMA
942			_2ddc _cER
999			_c59730 _d59730