Spar
Stochastic Control Theory
Forfatter:
heftet, 2016
Engelsk
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.
- Undertittel
- Dynamic Programming Principle
- Forfatter
- Makiko Nisio
- Opplag
- Softcover reprint of the original 2nd ed. 2015
- ISBN
- 9784431564089
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 23.8.2016
- Forlag
- Springer Verlag, Japan
- Antall sider
- 250
