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Stochastic optimal control : the discrete time case /

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Stochastic optimal control : the discrete time case.

Bibliographic Details
Main Author: Bertsekas, Dimitri P.
Corporate Author: ScienceDirect (Online service)
Other Authors: Shreve, Steven E.
Format: eBook
Language:English
Published: New York : Academic Press, 1978.
Series:Mathematics in science and engineering ; v. 139.
Subjects:
Dynamic programming.
Stochastic processes.
Measure theory.
Stochastic Processes
Programmation dynamique.
Processus stochastiques.
Théorie de la mesure.
MATHEMATICS > Linear & Nonlinear Programming.
Dynamic programming
Measure theory
Stochastic processes
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:Stochastic optimal control : the discrete time case.
Physical Description:1 online resource (xiii, 323 pages)
Bibliography:Includes bibliographical references (pages 312-315) and index.
ISBN:9780120932603
0120932601
9780080956480
0080956483
1282290304
9781282290303