Télécharger le livre :  Stochastic Control Theory
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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. Using a time...

Editeur : Springer
Parution : 2014-11-27
Collection : Probability Theory and Stochastic Modelling
ePub

126,59