Stochastic optimal control : the discrete time case / Dimitri P. Bertsekas, Steven E. Shreve.

Bibliographic Details

Uniform Title:	Mathematics in science and engineering ; v. 139.
Main Author:	Bertsekas, Dimitri P.
Other Authors:	Shreve, Steven E.
Language:	English
Published:	New York : Academic Press, 1978.
Series:	Mathematics in science and engineering ; v. 139.
Subjects:	Dynamic programming. Stochastic processes. Measure theory.
Physical Description:	xiii, 323 pages ; 24 cm.
Format:	Book