Items related to Stochastic Optimal Control: The Discrete-Time Case...

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

Dimitri P. Bertsekas; Steven E. Shreve; Dimitri P Bertsekas; Steven E Shreve; Bertsekas, Dimitri P; Shreve, Steven E; Shreve, Steven E.

  • 4.00 out of 5 stars
    6 ratings by Goodreads
 
9781886529038: Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)
Softcover
ISBN 10: 1886529035 ISBN 13: 9781886529038
Publisher: Athena Scientific, 2007

Synopsis

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.

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

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.

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

Publisher
Athena Scientific
Publication date
2007
Language
English
ISBN 10 
1886529035
ISBN 13 
9781886529038
Binding
Paperback
Edition number
1
Number of pages
323
Rating
  • 4.00 out of 5 stars
    6 ratings by Goodreads