| Title: | Stochastic Optimal Control: The Discrete-TIme Case |
| Author: | Bertsekas, Dimitir P.; Shreve, Steven |
| Issue Date: | 2004-03-03 |
| URI: | http://hdl.handle.net/1721.1/4852 |
| ISBN: | 1-886529-03-5 |
| Keywords: | Stocastic optimal control, dynamic programing, optimization |
| Files | Size | Format |
|---|---|---|
| appendix | 2.976Mb | application/pdf |
| Chap 1 - 4 | 5.138Mb | application/pdf |
| chapters 5 - 7 | 7.614Mb | application/pdf |
| chapters 8-11 | 5.613Mb | application/pdf |
| Table of Contents | 155.5Kb | application/pdf |