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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...
| Call Number: | Libro Electrónico |
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| Main Author: | |
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Tokyo :
Springer Japan : Imprint: Springer,
2015.
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| Edition: | 2nd ed. 2015. |
| Series: | Probability Theory and Stochastic Modelling,
72 |
| Subjects: | |
| Online Access: | Texto Completo |