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Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)
Stochastic Optimal Control The DiscreteTime Case - Optimization and Neural Computation Series
Author: Dimitri P. Bertsekas; Steven E. Shreve, Steven E. Shreve
This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.
ISBN-13: 9781886529038
ISBN-10: 1886529035
Publication Date: 2/1/2007
Pages: 330
Edition: 1
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Publisher: Athena Scientific
Book Type: Paperback
Members Wishing: 0
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