Numerical Methods in Stochastic Control.

Abstract

The project concerns the development of effective numerical methods for the solution of stochastic control problems. In order to focus on fundamental issues, the bulk of the model applications are taken from current problems in high speed telecommunications, but the results are applicable in stochastic control in general.

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Document Details

Document Type
Technical Report
Publication Date
Aug 19, 1996
Accession Number
ADA313649

Entities

People

  • Harold J. Kushner
  • Paul Dupuis

Organizations

  • Brown University

Tags

Communities of Interest

  • Human Systems

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Applied Mathematics
  • Classification
  • Communication Systems
  • Computations
  • Computer Networks
  • Control Theory
  • Convergence
  • Decomposition
  • Integral Equations
  • Markov Chains
  • Mathematics
  • Networks
  • Probability
  • Stochastic Control
  • Weak Convergence

Readers

  • Computational Fluid Dynamics (CFD)
  • Computer Science/Computer Engineering/Data Science/Digital Signal Processing.