Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control

DOI10.1080/17442508.2011.552724zbMath1217.93187OpenAlexW2057584095MaRDI QIDQ3017923

Harold J. Kushner

Publication date: 20 July 2011

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2011.552724

zbMATH Keywords

optimal controlnumerical methodscontrolled jumpsstochastic delay systemsnetwork admission control

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10)

Related Items (6)

Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations ⋮ Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations ⋮ A stochastic procedure to solve linear ill-posed problems ⋮ Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations ⋮ SPECTRWM: Spectral Random Walk Method for the Numerical Solution of Stochastic Partial Differential Equations ⋮ Sticky Brownian Motion and Its Numerical Solution

Cites Work

• Approximation of infinite delay and Volterra type equations
• SDEs with oblique reflection on nonsmooth domains
• The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
• Numerical Algorithms for Optimal Controls for Nonlinear Stochastic Systems With Delays $ $
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