Introduction to Stochastic Dynamic Programming (Probability and Mathematical Statistics)
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Book Details
Author(s)
Sheldon Ross
Publisher
Academic Pr
ISBN / ASIN
0125984200
ISBN-13
9780125984201
Marketplace
France 🇫🇷
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Description
This book presents the basic theory and examines the scope of applications of stochastic dynamic programming. The mathematical prerequisites for this text are relatively few. No prior knowledge of dynamic programming is assumed and only a moderate familiarity with probability, including the use of conditional expectation, is necessary.
