Stochastic Optimal Control: The Discrete Time Case
Dimitri P. Bertsekas, Steven E. Shreve “Stochastic Optimal Control: The Discrete-Time Case"
Athena Scientific | 2007-02-01 | ISBN: 1886529035 | 330 pages | PDF | 19,9 Mb
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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Dimitri P Bertsekas Discrete Time Systems Stochastic Optimal Control Steven E Shreve Research Monograph Mathematical Foundations Easy Share Comprehensive Treatment Athena Control Systems Control
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