Numerical approximations for stochastic systems with delays in the state and control (Q3426323)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical approximations for stochastic systems with delays in the state and control |
scientific article |
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Numerical approximations for stochastic systems with delays in the state and control (English)
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8 March 2007
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optimal stochastic control
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numerical methods
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delay stochastic equations
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numerical methods for delayed controlled diffusions
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Markov chain approximation method
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