Accession Number : ADA313649

Title :   Numerical Methods in Stochastic Control.

Descriptive Note : Final progress rept. Mar 93-Mar 96,

Corporate Author : BROWN UNIV PROVIDENCE RI DIV OF APPLIED MATHEMATICS

Personal Author(s) : Dupuis, Paul ; Kushner, Harold J.

PDF Url : ADA313649

Report Date : 19 AUG 1996

Pagination or Media Count : 7

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.

Descriptors :   *MATHEMATICAL MODELS, *STOCHASTIC CONTROL, ALGORITHMS, OPTIMIZATION, QUEUEING THEORY, APPROXIMATION(MATHEMATICS), COMMUNICATIONS NETWORKS, CONVERGENCE, SYSTEMS ANALYSIS, TELECOMMUNICATIONS, COMPUTER NETWORKS, NUMERICAL METHODS AND PROCEDURES, APPLIED MATHEMATICS, MARKOV PROCESSES.

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE