Stochastic Control Theory
Makiko Nisio
Springer Verlag, Japan, 2014
156,25 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9784431551225
- ISBN-10
- 4431551220
- Publisher
- Springer Verlag, Japan
- Year
- 2014
- Publication date
- 2014-12-09
- Pages
- 250
- Dimensions
- 245x162x20
- Weight
- 538