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Stochastic Control Theory: Dynamic Programming Principle - Probability Theory and Stochastic Modelling Makiko Nisio 2nd ed. 2015 edition
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Stochastic Control Theory: Dynamic Programming Principle - Probability Theory and Stochastic Modelling
Makiko Nisio
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.
250 pages, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2014. gada 9. decembris |
| ISBN13 | 9784431551225 |
| Izdevēji | Springer Verlag, Japan |
| Lapas | 250 |
| Izmēri | 162 × 245 × 20 mm · 538 g |
| Valoda | Angļu |
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