Stochastic Control Theory: Dynamic Programming Principle

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.

• | Author: Makiko Nisio
• | Publisher: Springer Verlag, Japan
• | Publication Date: Dec 09, 2014
• | Number of Pages:
• | Language:
• | Binding: Hardback
• | ISBN-13: 9784431551225
• | ISBN-10: 4431551220