Stochastic Control Theory
Makiko Nisio
Springer Verlag, Japan, 2016
145,75 €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
- 9784431564089
- ISBN-10
- 443156408X
- Publisher
- Springer Verlag, Japan
- Year
- 2016
- Publication date
- 2016-08-23
- Pages
- 250
- Dimensions
- 235x155x