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