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)
Hardcover
ISBN 10: 0120932601 ISBN 13: 9780120932603
Publisher: Academic Press, 1978

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

"About this title" may belong to another edition of this title.

Publisher
Academic Press
Publication date
1978
Language
English
ISBN 10 
0120932601
ISBN 13 
9780120932603
Binding
Hardcover
Number of pages
323
Editor
Bertsekas
Rating
  • 4.00 out of 5 stars
    5 ratings by Goodreads

Other Popular Editions of the Same Title

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

Featured Edition

ISBN 10:  1886529035 ISBN 13:  9781886529038
Publisher: Athena Scientific, 2007
Softcover