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.
Book (01 Aug 1993)
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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.
ISBN: | 9780136386100 |
Publisher: | Prentice Hall |
Imprint: | Prentice Hall |
Pub date: | 01 Aug 1993 |
DEWEY: | 003.76 |
DEWEY edition: | 20 |
Language: | English |
Number of pages: | 335 |
Weight: | 669g |
Height: | 240mm |
Width: | 180mm |
Spine width: | 19mm |