Stochastic optimal control: the discrete time case/ Dimitri P. Bertsekas, Steven E. Shreve.
Series: Mathematics in science and engineering ; v. 139.Publication details: New York: Academic Press, 1978.Description: xiii, 323 p. ; 24 cmISBN:- 0120932601
- Dynamic programming
- Stochastic processes
- Measure theory
- Matemática Aplicada 03- -- Matemática da Decisão: Pesquisa Operacional, Jogos, Programação Linear e Não-Linear, Informação, Otimização (inclusive Fuzzy Sets, Comunicação, Códigos, Sistemas, Networks e Filas, Jogos de Azar em MATEMÁTICA APLICADA 02)
- 519.703 B551s
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Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.703 B551s 1978 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000126956 |
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519.703 B551c 2009 IMPA Convex optimization theory/ | 519.703 B551d 1976 IMPA Dynamic programming and stochastic control/ | 519.703 B551n 1996 IMPA Neuro-dynamic programming/ | 519.703 B551s 1978 IMPA Stochastic optimal control: the discrete time case/ | 519.703 B756d 1971 IMPA Dynamic programming and its application to optimal control/ | 519.703 C678m 1978 IMPA Multiobjective programming and planning/ | 519.703 C777i 1981 IMPA Introduction to dynamic programming/ |
Includes index.
Bibliography: p. 312-315.
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