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
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