Dynamic Programming and Stochastic Control
โ Scribed by Dimitri P. Bertsekas (Eds.)
- Publisher
- Academic Press
- Year
- 1976
- Tongue
- English
- Leaves
- 415
- Series
- Mathematics in Science and Engineering 125
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<p><p>This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.</p><p>First we consider completely observable control problems with finite horizons. Using a time discretization we c
<p>This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.</p><p>First we consider completely observable control problems with finite horizons. Using a time discretization we cons
A path-breaking account of Markov decision processes-theory and computation This book's clear presentation of theory, numerous chapter-end problems, and development of a unified method for the computation of optimal policies in both discrete and continuous time make it an excellent course t