Stochastic optimal control: the discrete time case
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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.
LF/350424/R
Data sheet
- Name of the Author
- Dimitri P. Bertsekas
Dimitri P Bertsekas
Steven E. Shreve
Steven E Shreve - Language
- English
- Series
- Optimization and Neural Computation Series
- ISBN
- 9781886529038
- Release date
- 2007
