Stochastic optimal control: the discrete
β
Dimitri P. Bertsekas; Steven E. Shreve, Dimitri P Bertsekas, Steven E Shreve, St
π
Library
π
2007
π
Athena Scientific
π
English
β 3 MB
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.