Stochastic optimal control : the discrete time case, Volume 139 (Mathematics in Science and Engineering)

Stochastic optimal control : the discrete time case, Volume 139 (Mathematics in Science and Engineering)


Book Title :Stochastic optimal control : the discrete time case, Volume 139 (Mathematics in Science and Engineering)

This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discretetime systems, including the treatment of the intricate measuretheoretic issues.



Author(s) :Bertsekas (1978)

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