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

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9780120932603: Stochastic optimal control : the discrete time case, Volume 139 (Mathematics in Science and Engineering)

About the Author

Dimitri P. Bertsekas is McAfee Professor of Engineering at the Massachusetts Institute of Technology and a member of the National Academy of Engineering. Steven Shreve is Professor of Mathematics at the Carnegie Mellon University.

Review

Bertsekas and Shreve have written a fine book. The exposition is extremely clear and a helpful introductory chapter provides orientation and a guide to the rather intimidating mass of literature on the subject. Apart from anything else, the book serves as an excellent introduction to the arcane world of analytic sets and other lesser known byways of measure theory. --Mark H. A. Davis, in IEEE Trans. on Automatic Control

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