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