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Stochastic Control Theory
Tallenna

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
Sivumäärä
250