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Optimal Control of Stochastic Systems

Optimal Control of Stochastic Systems

Book (01 Aug 1993)

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Publisher's Synopsis

An introduction to the solution of stochastic control problems through the use of dynamic programming. Both discrete and continuous-time stochastic dynamic systems are treated without the use of excessive mathematics.

About the Publisher

Prentice Hall

Book information

ISBN: 9780136386100
Publisher: Prentice Hall
Imprint: Prentice Hall
Pub date:
DEWEY: 003.76
DEWEY edition: 20
Language: English
Number of pages: 335
Weight: 669g
Height: 240mm
Width: 180mm
Spine width: 19mm