✦ LIBER ✦

Stochastic optimal control: the discrete time case

✍ Scribed by Dimitri P. Bertsekas; Steven E. Shreve, Dimitri P Bertsekas, Steven E Shreve, Steven E. Shreve

Book ID: 127455921
Publisher: Athena Scientific
Year: 2007
Tongue: English
Weight: 3 MB
Series: Optimization and Neural Computation Series
Edition: 1
Category: Library
ISBN: 0120932601

No coin nor oath required. For personal study only.

✦ 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.

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