Stochastic Control in Discrete and Continuous Time

by Atle Seierstad

Book Overview

This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i. e. , stochastic dynamic programming (Chapter 1), piecewise - terministic control problems... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 1441945695
• ISBN13: 9781441945693
• Release Date: December 2011
• Publisher: Springer
• Length: 222 Pages
• Weight: 0.94 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"