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Stochastic Optimal Control: The Discrete-Time Case...

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Stochastic Optimal Control: The...

Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

Dimitri P. Bertsekas, Steven E. Shreve, Steven E. Shreve

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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.

Categorie:

Anno:

2007

Edizione:

1

Casa editrice:

Athena Scientific

Lingua:

english

Pagine:

330

ISBN 10:

1886529035

ISBN 13:

9781886529038

File:

DJVU, 5.74 MB

IPFS:

,

english, 2007

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