<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
Stochastic Control Theory: Dynamic Programming Principle
โ Scribed by Makiko Nisio
- Publisher
- Springer Japan, Tokyo
- Year
- 2015
- Tongue
- English
- Series
- Probability Theory and Stochastic Modelling 72
- Edition
- 2
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
<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