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

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

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.

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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.

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Other Popular Editions of the Same Title

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

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ISBN 10:  0120932601 ISBN 13:  9780120932603
Publisher: Academic Press, 1978
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Dimitri P. Bertsekas; Steven E. Shreve; Dimitri P Bertsekas; Steven E Shreve; Bertsekas, Dimitri P; Shreve, Steven E; Shreve, Steven E.
Published by Athena Scientific, 2007
ISBN 10: 1886529035 ISBN 13: 9781886529038
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Dimitri P. Bertsekas; Steven E. Shreve/ Steven E. Shreve
Published by Athena Scientific, 1996
ISBN 10: 1886529035 ISBN 13: 9781886529038
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Paperback. Condition: Brand New. 1st edition. 330 pages. 9.00x6.00x0.75 inches. In Stock. Seller Inventory # __1886529035

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