Stochastic control theory dynamic programming principle /
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. Using a time discretization we construct a n...
| Main Author: | Nishio, Makiko, 1931- |
|---|---|
| Other Authors: | SpringerLink (Online Service) |
| Format: | eBook |
| Language: | English |
| Published: |
Tokyo :
Springer,
[2015]
|
| Physical Description: |
1 online resource. |
| Edition: | Second edition. |
| Series: |
Probability theory and stochastic modelling ;
v. 72. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |