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Stochastic Optimal Control: The Discrete-TIme Case
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Stochastic Optimal Control: The Discrete-TIme Case
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Author:
Bertsekas, Dimitir P.; Shreve, Steven
Citable URI:
http://hdl.handle.net/1721.1/4852
Date Issued:
2004-03-03
URI:
http://hdl.handle.net/1721.1/4852
ISBN:
1-886529-03-5
Keywords:
Stocastic optimal control, dynamic programing, optimization
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appendix
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chapters 8-11
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chapters 5 - 7
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LIDS Technical Reports
The Laboratory for Information and Decision Systems Technical Report Series
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