Stochastic optimal control : the discrete time case

Stochastic optimal control : the discrete time case

フォーマット:

図書

責任表示:

Dimitri P. Bertsekas, Steven E. Shreve

言語:

英語

出版情報:

New York : Academic Press, 1978

形態:

xiii, 323 p. ; 24 cm

著者名:

シリーズ名:

書誌ID:

BA00572529

ISBN:

9780120932603 [0120932601]

子書誌情報

所蔵情報

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書誌詳細

主題:	Dynamic programming; Measure theory; Stochastic processes
分類・件名:	LCC : T57.83 DDC : 519.7/03 LCSH : Dynamic programming LCSH : Stochastic processes LCSH : Measure theory
LCCN:	77025727
注記:	Bibliography: p. 312-315 Includes index
タイトル言語:	eng

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1 図書 Dynamic programming and stochastic control Bertsekas, Dimitri P. Academic Press	7 図書 Optimal estimation : with an introduction to stochastic control theory Lewis, Frank L. Wiley
2 図書 Optimal control of discrete time stochastic systems Striebel, Charlotte, 1929- Springer-Verlag	8 図書 Stochastic processes Varadhan, Srinivasa R. S., Courant Institute of Mathematical Sciences Courant Institute of Mathematical Sciences, New York University
3 図書 Stochastic optimal linear estimation and control Meditch, James S., 1934- McGraw-Hill	9 図書 Decision and control in uncertain resource systems Mangel, Marc Academic Press
4 図書 Dynamic programming and its application to optimal control Boudarel, R. (René), Delmas, J. (Jacques H.), Guichet, P. (Pierre), McDonough, Robert N. Academic Press	10 図書 Nonlinear programming Bertsekas, Dimitri P. Athena Scientific
5 図書 Optimization of stochastic systems : topics in discrete-time systems 青木, 正直(1931-) Academic Press	11 電子ブック Stochastic Control in Discrete and Continuous Time Springer
6 図書 A stochastic maximum principle for optimal control of diffusions Haussmann, U. G. Longman Scientific & Technical, Wiley	12 図書 Discrete stochastics Jacobs, Konrad, 1928- Birkhäuser Verlag