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

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[PDF.kg27] Stochastic optimal control : the discrete time case, Volume 139 (Mathematics in Science and Engineering)

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 | #6347479 in Books |  1978-12-12 | Original language:English | PDF # 1 | File type: PDF | 323 pages

|| |Bertsekas and Shreve have written a fine book. The exposition is extremely clear and a helpful introductory chapter provides orientation and a guide to the rather intimidating mass of literature on the subject. Apart from anything else, the book serves as an e

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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