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 Time Case
โ Scribed by Dimitri P. Bertsekas and Steven E. Shreve (Eds.)
- Publisher
- AP
- Year
- 1978
- Tongue
- English
- Leaves
- 341
- Series
- Mathematics in Science and Engineering 139
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
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.
โฆ Table of Contents
Content:
Edited by
Page iii
Copyright page
Page iv
Dedication
Page v
Preface
Pages xi-xii
Acknowledgments
Page xiii
Chapter 1 Introduction
Pages 1-21
Part I: Analysis of Dynamic Programming Models
Page 23
Chapter 2 Monotone Mappings Underlying Dynamic Programming Models
Pages 25-38
Chapter 3 Finite Horizon Models
Pages 39-51
Chapter 4 Infinite Horizon Models under a Contraction Assumption
Pages 52-69
Chapter 5 Infinite Horizon Models under Monotonicity Assumptions
Pages 70-90
Chapter 6 A Generalized Abstract Dynamic Programming Model
Pages 91-98
Part II: Stochastic Optimal Control Theory
Page 99
Chapter 7 Borel Spaces and Their Probability Measures
Pages 101-187
Chapter 8 The Finite Horizon Borel Model
Pages 188-212
Chapter 9 The Infinite Horizon Borel Models
Pages 213-241
Chapter 10 The Imperfect State Information Model
Pages 242-265
Chapter 11 Miscellaneous
Pages 266-272
Appendix A The Outer Integral
Pages 273-281
Appendix B Additional Measurability Properties of Borel Spaces
Pages 282-302
Appendix C The Hausdorff Metric and the Exponential Topology
Pages 303-311
References
Pages 312-315
Table of Propositions, Lemmas, Definitions, and Assumptions
Pages 317-320
Index
Pages 321-323
๐ SIMILAR VOLUMES
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.