Numerical approximations for nonlinear stochastic systems with delays
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Cites work
- Controlled and optimally controlled multiplexing systems: A numerical exploration
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- scientific article; zbMATH DE number 43732 (Why is no real title available?)
- scientific article; zbMATH DE number 50111 (Why is no real title available?)
- scientific article; zbMATH DE number 192908 (Why is no real title available?)
- Numerical Approximations for Hereditary Systems with Input and Output Delays: Convergence Results and Convergence Rates
- On the Control of a Linear Functional-Differential Equation with Quadratic Cost
- Probability methods for approximations in stochastic control and for elliptic equations
- Quadratic Control of Evolution Equations with Delays in Control
- The Infinite Time Quadratic Control Problem for Linear Systems with State and Control Delays: An Evolution Equation Approach
Cited in
(17)- Can a finite number of discrete delays approximate stochastic delay?
- Finite-dimensional representations for controlled diffusions with delay
- Numerical approximation of stochastic differential delay equation with coefficients of polynomial growth
- Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control
- Numerical approximations for stochastic systems with delays in the state and control
- scientific article; zbMATH DE number 5168235 (Why is no real title available?)
- Finite Difference Approximations for Stochastic Control Systems with Delay
- Stochastic minimax optimal time-delay state feedback control of uncertain quasi-integrable Hamiltonian systems
- Controlled nonlinear stochastic delay equations: Part I: Modeling and approximations
- Controlled nonlinear stochastic delay equations: Part II: Approximations and pipe-flow representations
- Stochastic differential equations with random delays in the form of discrete Markov chains
- Stochastic optimal time-delay control of quasi-integrable Hamiltonian systems
- Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme
- Optimal time-delay control for multi-degree-of-freedom nonlinear systems excited by harmonic and wide-band noises
- Discretisation of stochastic control problems for continuous time dynamics with delay
- Numerical methods for controlled stochastic delay systems
- Time discretisation and rate of convergence for the optimal control of continuous-time stochastic systems with delay
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