Bertsekas, Dimitri P.

Stochastic optimal control : the discrete time case / Dimitri P. Bertsekas [and] Steven E. Shreve - New York : Academic Press, 1978 - xiii, 323 p. ; 24 cm. - Mathematics in science and engineering ; vol. 139 .

Includes index

Bibliography: p. 312-315

0120932601 : USD 32.00


Dynamic programming
Stochastic processes
Measure theory

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