Tallenna
Stochastic Control Theory
Kirjailija:
sidottu, 2014
englanti
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.
First we consider completely observable control problems with finite horizons.
- Alaotsikko
- Dynamic Programming Principle
- Kirjailija
- Makiko Nisio
- Painos
- 2nd ed. 2015
- ISBN
- 9784431551225
- Kieli
- englanti
- Paino
- 446 grammaa
- Julkaisupäivä
- 9.12.2014
- Kustantaja
- Springer Verlag, Japan
- Sivumäärä
- 250
