Stochastic Optimal Control: The Discrete-Time Case

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

ISBN 10: 1886529035 / ISBN 13: 9781886529038

Published by Athena Scientific, 1996

About this Item

1st edition. 330 pages. 9.00x6.00x0.75 inches. In Stock.

Seller Inventory # __1886529035

Bibliographic Details

• Title: Stochastic Optimal Control: The Discrete-Time Case
• Publisher: Athena Scientific
• Publication Date: 1996
• Language: English
• ISBN 10: 1886529035
• ISBN 13: 9781886529038
• Binding: Paperback
• Condition: Brand New

About this title

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.

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.