Optimal Control of Stochastic Systems (Prentice Hall International Series in Systems and Control Engineering)

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9780136386100: Optimal Control of Stochastic Systems (Prentice Hall International Series in Systems and Control Engineering)

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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Introduction to the solution of stochastic control problems through the use of dynamic programming. Treats both discrete and control stochastic dynamics without excessive mathematics.

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Bagchi, Arunabha
ISBN 10: 0136386105 ISBN 13: 9780136386100
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Bagchi, Arunabha
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