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.