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Stochastic Optimal Control: The Discrete-Time Case
Author(s): Dimitri P. Bertsekas (Author), Steven E. Shreve (Author)
- Publisher: Athena Scientific
- Publication Date: 1 Dec. 1996
- Language: English
- Print length: 323 pages
- ISBN-10: 1886529035
- ISBN-13: 9781886529038
Book 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.
