Overview
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