Dynamic programming and stochastic control /

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Dynamic programming and stochastic control.

Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Bertsekas, Dimitri P.
Format: Électronique eBook
Langue:Inglés
Publié: New York : Academic Press, 1976.
Collection:Mathematics in science and engineering ; v. 125.
Sujets:
Dynamic programming.
Stochastic control theory.
Stochastic processes.
Stochastic Processes
Programmation dynamique.
Processus stochastiques.
Commande stochastique.
MATHEMATICS > Linear & Nonlinear Programming.
Stochastic processes
Dynamic programming
Stochastic control theory
Dynamische programmering.
Stochastische processen.
Accès en ligne:Texto completo
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Table des matières:
  • Introduction
  • The dynamic programming algorithm
  • Applications in specific areas
  • Problems with imperfect state information
  • Computational aspects of dynamic programming-suboptimal control
  • Minimization of total expected value-discounted cost
  • Minimization of total expected value-undiscounted cost
  • Minimization of average expected value
  • Appendix A. Mathematical review
  • Appendix B. On optimization theory
  • Appendix C. On probability theory
  • Appendix D. On finite state Markov chains.

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