Numerical approximations for stochastic systems with delays in the state and control (Q3426323): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: On lipschitz continuity of the solution mapping to the skorokhod problem, with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: SDEs with oblique reflection on nonsmooth domains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Brownian models of open queueing networks with homogeneous customer populations<sup>∗</sup> / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical approximations for nonlinear stochastic systems with delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic Control of Evolution Equations with Delays in Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Control of a Linear Functional-Differential Equation with Quadratic Cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Numerical Approximations for Hereditary Systems with Input and Output Delays: Convergence Results and Convergence Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: A boundary property of semimartingale reflecting Brownian motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach / rank
 
Normal rank

Latest revision as of 14:41, 25 June 2024

scientific article
Language Label Description Also known as
English
Numerical approximations for stochastic systems with delays in the state and control
scientific article

    Statements

    Numerical approximations for stochastic systems with delays in the state and control (English)
    0 references
    0 references
    0 references
    8 March 2007
    0 references
    optimal stochastic control
    0 references
    numerical methods
    0 references
    delay stochastic equations
    0 references
    numerical methods for delayed controlled diffusions
    0 references
    Markov chain approximation method
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references