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Numerical Methods for Controlled Stochastic Delay Systems

Harold Kushner

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Birkhäuser Boston img Link Publisher

Naturwissenschaften, Medizin, Informatik, Technik / Sonstiges

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numerical methods, algorithms, numerical algorithms, convergence proofs, Transformation, Ergodic theory, differential equation, Markov chain approximation methods, Markov, stochastic delay systems, reflected or stopped diffusion, wave equation, stochastic control, weak convergence theory, Minimum