Stochastic optimal control
Subtitle: the discrete time case
By: Dimitri P. Bertsekas, Steven E. Shreve.
Contributors: Shreve, Steven E., joint author.
Series: Mathematics in science and engineering ;; v. 139
Publisher: Academic Press
Published: 1978
Place of publication: New York
Language: eng
Number of pages: 323
Subjects: Dynamic programming.; Stochastic processes.; Measure theory.
Notes: Bibliography: p. 312-315.
Includes index.