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

Show other versions (1)

Bibliographic Details
Main Author:	Bertsekas, Dimitri P.
Other Authors:	Shreve, Steven E. (joint author.)
Language:	English
Published:	New York : Academic Press, 1978.
Subjects:	Dynamic programming. Stochastic processes. Measure theory.
Online Access:	ScienceDirect eBooks - Mathematics Legacy 1: 1978 (ScienceDirect) ScienceDirect eBooks - Mathematics pre-2007: 1978 (ScienceDirect)
Variant Title:	Stochastic optimal control: the discrete time case
Format:	Electronic eBook

Similar Items

Stochastic optimal control : the discrete time case
by: Bertsekas, Dimitri P.
Published: (1978)

Dynamic programming and stochastic control
by: Bertsekas, Dimitri P.
Published: (1976)

Stochastic control theory dynamic programming principle
by: Nishio, Makiko, 1931-
Published: (2015)

Optimization of stochastic systems ; topics in discrete-time systems.
by: Aoki, Masanao
Published: (1967)

Sequential stochastic optimization
by: Cairoli, R. (Renzo), 1931-1994
Published: (1996)

Sequential stochastic optimization
by: Cairoli, R. (Renzo), 1931-1994
Published: (1996)

Stochastic dynamic programming and the control of queueing systems
by: Sennott, Linn I., 1943-
Published: (1999)

Stochastic optimal control : theory and application
by: Stengel, Robert F.
Published: (1986)

Stochastic optimal linear estimation and control
by: Meditch, James S., 1934-
Published: (1969)

Stochastic processes
by: Varadhan, S. R. S.
Published: (1968)

Stochastic time-optimal control
by: Robinson, Prentiss Noble, 1936-
Published: (1965)

Stochastic processes in dynamics
by: Skalmierski, Bogdan
Published: (1982)

Controlled stochastic processes
by: Gikhman, I. I. (Iosif Ilʹich), 1918-
Published: (1979)

Controlled stochastic processes
by: Gikhman, I. I. (Iosif Ilʹich), 1918-1985
Published: (1979)

Introduction to stochastic dynamic programming
by: Ross, Sheldon M.
Published: (1983)

A stochastic maximum principle for optimal control of diffusions
by: Haussmann, U. G.
Published: (1986)

Measure Theory, Probability, and Stochastic Processes
by: Le Gall, Jean-François
Published: (2022)

Stochastic optimal control theory with application in self-tuning control
by: Hunt, K. J. (Kenneth J.), 1963-
Published: (1989)

Lectures on dynamics of stochastic systems
by: Kli︠a︡t︠s︡kin, Valeriĭ Isaakovich
Published: (2011)

Optimal switching strategies for deterministic and stochastic bang-bang control systems with quadratic performance indices
by: Hsieh, Chang-Ming, 1935-
Published: (1966)

Stochastic optimization
Published: (2001)

Applied stochastic control of jump diffusions
by: Øksendal, B. K. (Bernt Karsten), 1945-
Published: (2005)

Stochastic adaptive search for global optimization
by: Zabinsky, Zelda B.
Published: (2003)

Stochastic problems in dynamics
Published: (1977)

Dynamics & stochastics : festschrift in honor of M.S. Keane
Published: (2006)

Stochastic problems in control ; a symposium of the American Automatic Control Council.
Published: (1968)

Discrete stochastics
by: Jacobs, Konrad, 1928-
Published: (1992)

Discrete stochastics
by: Jacobs, Konrad, 1928-2015
Published: (1992)

Lecture notes on stochastic control.
by: Wonham, W. Murray, 1934-
Published: (1967)

Stochastic processes, estimation, and control
by: Speyer, Jason Lee
Published: (2008)

Linear estimation and stochastic control
by: Davis, M. H. A.
Published: (1977)

Stochastic processes, estimation, and control
by: Speyer, Jason Lee
Published: (2008)

Stochastic Analysis, Filtering, and Stochastic Optimization A Commemorative Volume to Honor Mark H. A. Davis's Contributions
Published: (2022)

Stochastic structural optimization
by: Yamakawa, Makoto, et al.
Published: (2024)

Stochastic optimization methods
by: Marti, Kurt, 1943-
Published: (2005)

IUTAM Symposium on Nonlinear Stochastic Dynamics proceedings of the IUTAM symposium held in Hangzhou, China, May 10-14, 2010
Published: (2011)

Stochastic optimization : proceedings of the international conference, Kiev, 1984
Published: (1986)

Numerical techniques for stochastic optimization
Published: (1988)

Discrete stochastic processes
by: Gallager, Robert G.
Published: (1996)

Modern Trends in Controlled Stochastic Processes Theory and Applications, V.III
Published: (2021)