Stochastic optimal control : the discrete time case

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Abstract

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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Stochastic processes and financial applications Aerospace Engineering and Control Systems

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Published in: DSpace@MIT (Massachusetts Institute of Technology)

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Stochastic optimal control : the discrete time case

Authors

Abstract

Topics & Keywords

Publication Details