Stochastic optimal control: the discrete time case

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Edition: 1

Series: Optimization and Neural Computation Series

ISBN: 1886529035, 9781886529038, 9780120932603, 0120932601

Size: 3 MB (3339320 bytes)

Pages: 335/0

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Dimitri P. Bertsekas; Steven E. Shreve, Dimitri P Bertsekas, Steven E Shreve, Steven E. Shreve1886529035, 9781886529038, 9780120932603, 0120932601

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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