Optimal Control of Stochastic Systems (Prentice Hall International Series in Systems and Control Engineering) - Hardcover

Bagchi, Arunabha

 
9780136386100: Optimal Control of Stochastic Systems (Prentice Hall International Series in Systems and Control Engineering)

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Inhaltsangabe

An introduction to the solution of stochastic control problems through the use of dynamic programming. Both discrete and continuous-time stochastic dynamic systems are treated without the use of excessive mathematics.

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