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Stochastic Optimal Control: The Discrete-Time Case

Stochastic Optimal Control: The Discrete-Time Case
by Dimitri P. Bertsekas, Steven E. Shreve

Publisher: Athena Scientific 1996
ISBN/ASIN: 1886529035
Number of pages: 331

Description:
This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.

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