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Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series) - Softcover

Bertsekas, Dimitri P.; Shreve, Steven E.

 
9781886529038: Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

Inhaltsangabe

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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