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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.
Forfatter
Jerzy Zabczyk
Opplag
1996 ed.
ISBN
9788876422423
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
1.10.1996
Antall sider
185