Spara
Stochastic Control Theory
Författare:
inbunden, 2014
Engelska
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.
- Undertitel
- Dynamic Programming Principle
- Författare
- Makiko Nisio
- Upplaga
- 2nd ed. 2015
- ISBN
- 9784431551225
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2014-12-09
- Förlag
- Springer Verlag, Japan
- Sidor
- 250
