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

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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.

Author(s): Dimitri P. Bertsekas; Steven E. Shreve, Steven E. Shreve
Edition: 1
Publisher: Athena Scientific
Year: 2007

Language: English
Pages: 330