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Stochastic Control Theory

By: Makiko Nisio (Author)

1 in stock

Ksh 23,750.00

Format: Hardback or Cased Book

ISBN-13: 9784431551225

Publisher: Springer Verlag, Japan

Publication Date: Dec 9th, 2014

Weight: 538 grams

Dimension: 24.50 x 16.20 x 2.00 cms

Category: Stochastics

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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.

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