Stochastic optimal control: the discrete time case/
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
77025727
Dynamic programming.
Stochastic processes.
Measure theory.
519.703 / B551s
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
77025727
Dynamic programming.
Stochastic processes.
Measure theory.
519.703 / B551s