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Chance and decision. Stochastic control in discrete time
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Chance and decision. Stochastic control in discrete time

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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.
Författare
Jerzy Zabczyk
Upplaga
1996 ed.
ISBN
9788876422423
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
1996-10-01
Sidor
185