slipped-disk 发表于 2025-4-1 05:27:42

Computational Methods for Controlled Markov Chains,d value function for the approximating Markov chain models. We concentrate on methods for problems which are of interest over a potentially unbounded time interval. Numerical methods for the ergodic problem will be discussed in Chapter 7, and are simple modifications of the ideas of this chapter. So

Oration 发表于 2025-4-1 09:58:34

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查看完整版本: Titlebook: Numerical Methods for Stochastic Control Problems in Continuous Time; Harold J. Kushner,Paul Dupuis Textbook 2001Latest edition Springer S