Numerical approximations for stochastic systems with delays in the state and control (Q3426323)
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scientific article; zbMATH DE number 5132263
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| English | Numerical approximations for stochastic systems with delays in the state and control |
scientific article; zbMATH DE number 5132263 |
Statements
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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0.9622637629508972
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0.9415807723999025
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0.9240544438362122
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0.9194020628929138
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