Stochastic optimal control
Subtitle: the discrete time case
By: Dimitri P. Bertsekas and Steven E. Shreve.
Contributors: Shreve, Steven E.
Series: Optimization and neural computation series
Publisher: Athena Scientific
Published: 1996
Place of publication: Belmont, Mass
Language: eng
Number of pages: 323
Subjects: Dynamic programming.; Stochastic processes.; Measure theory.
Notes: Includes bibliographical references (p. 312-315) and index.