Stochastic optimal control: the discrete time case

Bertsekas, Dimitri P.

Stochastic optimal control: the discrete time case By Dimitri P. Bertsekas, Steven E. Shreve. - New York Academic Press 1978 - xiii, 323 p.23 cm. - Mathematics in science and engineering ; v. 139 .

9780120932603


Dynamic programming; Stochastic processes; Measure theory.

519.703 / BER/S

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