Stochastic optimal control : the discrete time case /
Bertsekas, Dimitri P.
Stochastic optimal control : the discrete time case / Dimitri P. Bertsekas, Steven E. Shreve. - New York : Academic Press, 1978. - xiii, 323 p. ; 24 cm. - Mathematics in science and engineering ; v.139. .
Includes index.
Bibliography: p. 312-315.
0120932601
Dynamic programming.
Stochastic processes.
Measure theory.
Stochastic optimal control : the discrete time case / Dimitri P. Bertsekas, Steven E. Shreve. - New York : Academic Press, 1978. - xiii, 323 p. ; 24 cm. - Mathematics in science and engineering ; v.139. .
Includes index.
Bibliography: p. 312-315.
0120932601
Dynamic programming.
Stochastic processes.
Measure theory.