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Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

Author Dimitri P. Bertsekas, Steven E. Shreve, Dimitri P Bertsekas, Steven E Shreve, Dimitri P Bertsekas, Steven E Shreve, Steven E. Shreve
Publisher Athena Scientific
Category Mathematics
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Book Details
Author(s)Dimitri P. Bertsekas, Steven E. Shreve, Dimitri P Bertsekas, Steven E Shreve, Dimitri P Bertsekas, Steven E Shreve, Steven E. Shreve
PublisherAthena Scientific
ISBN / ASIN1886529035
ISBN-139781886529038
AvailabilityUsually ships in 24 hours
Sales Rank1,027,426
CategoryMathematics
MarketplaceUnited States 🇺🇸

Description ▲

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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