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Chance and decision. Stochastic control in discrete time
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Chance and decision. Stochastic control in discrete time

Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. We cover systems with complete or partial information as well as with complete or partial observation.
Kirjailija
Jerzy Zabczyk
Painos
1996 ed.
ISBN
9788876422423
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
1.10.1996
Sivumäärä
185