Computational Methods for Stochastic Networks
Abstract
This final report summarizes accomplishments in two areas of computational methods for stochastic systems: 1) Large deviation and computational methods for rare event problems and 2) Numerical methods for controlled stochastic delay systems
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 10, 2012
- Accession Number
- ADA567599
Entities
People
- Harold Kushner
- Paul Dupuis
Organizations
- Brown University