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

Name: 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
ISBN: 9781886529038

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

Publisher Athena Scientific

ISBN / ASIN 1886529035

ISBN-13 9781886529038

Availability Usually ships in 24 hours

Sales Rank #1,027,426

Category Mathematics

Marketplace United States 🇺🇸

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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.

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

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