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 (edition 1), 2007

About this Item

It's a well-cared-for item that has seen limited use. The item may show minor signs of wear. All the text is legible, with all pages included. It may have slight markings and/or highlighting.

Seller Inventory # 1886529035-11-1

Bibliographic Details

• Title: Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)
• Publisher: Athena Scientific (edition 1)
• Publication Date: 2007
• Language: English
• ISBN 10: 1886529035
• ISBN 13: 9781886529038
• Binding: Paperback
• Edition: 1.
• Condition: Very 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.