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

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

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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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Other Popular Editions of the Same Title

9781886529038: Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

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ISBN 10:  1886529035 ISBN 13:  9781886529038
Publisher: Athena Scientific, 2007
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Bertsekas, Dimitri P. and Steven E. Shreve:
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Book Description Academic Press Inc, 1978. gebundene Ausgabe. Condition: Gut. 323 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 600. Seller Inventory # 1500182

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Book Description Condition: Used: Good. former x library 1978 hardcover no dj vol 139 withdrawn stamp in book/ on edge of pages clean text has library book plate rare title 323 pages{{{ K-14. Seller Inventory # 2Q8-FZR-T5D

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