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Lectures on Stochastic Control
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Stochastic Control Theory: Dynamic Programming ... 4431551220 Book Cover

Stochastic Control Theory: Dynamic Programming ...

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Edition Description

This book offers a systematic introduction to the optimal stochastic control theory via the dynamic programming principle, which is a powerful tool to analyze control problems.

First we consider completely observable control problems with finite horizons. Using a time...

Edition Details
Format:Hardcover
Language:English
ISBN:4431551220
Format: Hardcover
Condition:
$
139.99
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