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

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

ISBN 10: 1886529035 / ISBN 13: 9781886529038

Published by Athena Scientific, 2007

About this Item

This copy may contain significant wear, including bending, heavy writing, tears, and or water damage. This book is a functional copy, not necessarily a beautiful copy. Copy may have loose pages. May not include access codes or CDs. May be an Ex library book with stickers and stamps. Dustjacket may be missing.

Seller Inventory # GBV.1886529035.A

Bibliographic Details

• Title: Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)
• Publisher: Athena Scientific
• Publication Date: 2007
• Language: English
• ISBN 10: 1886529035
• ISBN 13: 9781886529038
• Binding: Soft cover
• Condition: acceptable

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.