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    3. Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

    Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

    Posted By: insetes
    Date: 13 Jan 2020 12:10:56
    Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

    Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series) By Dimitri P. Bertsekas; Steven E. Shreve, Steven E. Shreve
    2007 | 330 Pages | ISBN: 1886529035 | DJVU | 6 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.
    UPWARDS