http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
Dynamic programming and stochastic control
1 online resource (xv, 397 pages) : illustrations
Introduction -- The dynamic programming algorithm -- Applications in specific areas -- Problems with imperfect state information -- Computational aspects of dynamic programming-suboptimal control -- Minimization of total expected value-discounted cost -- Minimization of total expected value-undiscounted cost -- Minimization of average expected value -- Appendix A. Mathematical review -- Appendix B. On optimization theory -- Appendix C. On probability theory -- Appendix D. On finite state Markov chains.
Includes bibliographical references (pages 387-394) and index.
Mathematics in science and engineering ; v. 125
179891:176328 Elsevier Science & Technology