Editor's note: As the following article is a chapter (Chapter 8) from David Koenig's book, Practical Control Engineering: Guide for Engineers, Managers, and Practitioners (MATLAB Examples) (McGraw ...

This is a preview. Log in through your library . Abstract The duel in which the contestant on each side has a fixed kill probability and a random (continuous) time between firings has been previously ...

In this paper, we develop a strong Milstein approximation scheme for solving stochastic delay differential equations (SDDEs). The scheme has convergence order 1. In order to establish the scheme, we ...