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: good

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.

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