Stochastic Optimal Control: The Discrete-Time Case


 
 
 
 
 

 
 

stochastic-optimal-control-the-discrete-time-case  Name : Stochastic Optimal Control: The Discrete-Time Case

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This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.

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