Stochastic optimal control Discrete-time
โ Bertsekas
๐ Library
๐ English
โฆ LIBER โฆ
๐
Optimal Control of Discrete Time Stochastic Systems
โ Scribed by Dr. Charlotte Striebel (auth.)
- Publisher
- Springer-Verlag Berlin Heidelberg
- Year
- 1975
- Tongue
- English
- Leaves
- 214
- Series
- Lecture Notes in Economics and Mathematical Systems 110
- Edition
- 1
- Category
- Library
โฌ Acquire This Volume
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โฆ Table of Contents
Front Matter....Pages N2-iii
Introduction and Formulation of the Model....Pages 1-15
Estimation....Pages 16-37
Statistics Sufficient for Control....Pages 38-58
General Theory of Optimality....Pages 59-87
Selection Classes....Pages 88-127
Quadratic Loss....Pages 128-138
An Absolute Value Loss Function....Pages 139-171
Back Matter....Pages 172-211
โฆ Subjects
Economics/Management Science, general; Mathematics, general
๐ SIMILAR VOLUMES
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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.
Stochastic Optimal Control: The Discrete
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1978
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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.
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๐ Library
๐ English
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โ Dimitri P. Bertsekas; Steven E. Shreve, Dimitri P Bertsekas, Steven E Shreve, St
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๐ English