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Stochastic Control Theory: Dynamic Programming Principle - Probability Theory and Stochastic Modelling Makiko Nisio Softcover reprint of the original 2nd ed. 2015 edition
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Stochastic Control Theory: Dynamic Programming Principle - Probability Theory and Stochastic Modelling
Makiko Nisio
This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems. First we consider completely observable control problems with finite horizons.
265 pages, biography
| Medij | Knjige Paperback Book (Knjiga z mehkimi platnicami in lepljenim hrbtom) |
| Izdano | 23. avgusta 2016 |
| ISBN13 | 9784431564089 |
| Založniki | Springer Verlag, Japan |
| Strani | 250 |
| Dimenzije | 155 × 235 × 14 mm · 4,10 kg |
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