Optimization over time
Subtitle: dynamic programming and stochastic control
By: Peter Whittle.
Series: Wiley series in probability and mathematical statistics.
Publisher: Wiley
Published: 1982
Place of publication: Chichester; New York
Language: eng
Subjects: Mathematical optimization; Dynamic programming; Stochastic control theory
Notes: Bibliography: v. 1, p. 311-314.
Includes index.