Stochastic optimal control : the discrete time case
by
 
Bertsekas, Dimitri P.

Title
Stochastic optimal control : the discrete time case

Author
Bertsekas, Dimitri P.

ISBN
9781886529038

Publication Information
Belmont, Mass. : Athena Scientific, c1996.

Physical Description
xiii, 323 p. ; 24 cm.

Series
Optimization and neural computation series

Series Title
Optimization and neural computation series

Subject Term
Dynamic programming.
 
Stochastic processes.
 
Measure theory.

Added Author
Shreve, Steven E.


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Beytepe LibraryBook7.2/14/106634T57.83 B49 1996Beytepe Genel Koleksiyon