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Stochastic Optimal Control

The Discrete-Time Case

Steven E. Shreve and Dimitri P. Bertsekas

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This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.

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Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

Paperback

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Length: 336 pages

Available editions

Paperback

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