Optimal Control of Stochastic Systems (Prentice Hall International Series in Systems and Control Engineering) - Hardcover
Synopsis
An introduction to the solution of stochastic control problems through the use of dynamic programming. Both discrete and continuous-time stochastic dynamic systems are treated without the use of excessive mathematics.
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From the Publisher
Introduction to the solution of stochastic control problems through the use of dynamic programming. Treats both discrete and control stochastic dynamics without excessive mathematics.
"About this title" may belong to another edition of this title.