
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.
- Undertitel
- Dynamic Programming Principle
- Författare
- Makiko Nisio
- Upplaga
- Softcover reprint of the original 2nd ed. 2015
- ISBN
- 9784431564089
- Språk
- Engelska
- Vikt
- 310 gram
- Utgivningsdatum
- 2016-08-23
- Förlag
- Springer Verlag, Japan
- Sidor
- 250
