Stochastic Control Theory

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Stochastic Control Theory

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 discretization we construct a...

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Autor principal:	Nisio, Makiko
Format:	Llibre
Idioma:	English
Publicat:	Springer 2015
Matèries:	Stochastic control theory Prédiction Filtrage
Accés en línia:	https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/58438
Etiquetes:	Afegir etiqueta Sense etiquetes, Sigues el primer a etiquetar aquest registre!

Thư viện lưu trữ:	Thư viện Trường Đại học Đà Lạt

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