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Stochastic Optimal Control: The Discrete Time Case PDF

341 Pages·1978·4.6 MB·English
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by Dimitri P. Bertsekas and Steven E. Shreve (Eds.)| 1978| 341 pages| 4.6| English

About Stochastic Optimal Control: The Discrete Time Case

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.

Detailed Information

Author:Dimitri P. Bertsekas and Steven E. Shreve (Eds.)
Publication Year:1978
ISBN:120932601
Pages:341
Language:English
File Size:4.6
Format:PDF
Price:FREE
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