Stochastic Optimal Control: The Discrete-Time Case

  • Authors:
  • Dimitri P. Bertsekas;Steven E. Shreve

  • Affiliations:
  • -;-

  • Venue:
  • Stochastic Optimal Control: The Discrete-Time Case
  • Year:
  • 2007

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Abstract

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.