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Stochastic Control Theory
Original price was: ₹12,809.00.₹10,248.00Current price is: ₹10,248.00.
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.
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.
Additional information
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Book information
Edition
2nd Edition
ISBN [Hardcover]
9784431551225
ISBN [Softcover]
9784431564089
Publisher
Springer
Year
2015
Pages
XV, 250 p.
Series Title
Probability Theory and Stochastic Modelling
Language
English
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