
Stochastic Control Theory
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
- Softcover reprint of the original 2nd ed. 2015
- ISBN
- 9784431564089
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 23.8.2016
- Kustantaja
- Springer Verlag, Japan
- Sivumäärä
- 250