Dynamic programming and stochastic control:
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Bibliographic Details
Main Author: Bertsekas, Dimitri P. (Author)
Format: Electronic eBook
Language:English
Published: New York Academic Press 1976
Series:Mathematics in science and engineering v. 125
Subjects:
Online Access:FAW01
FAW02
Volltext
Item Description:Includes bibliographical references (pages 387-394) and index
Introduction -- The dynamic programming algorithm -- Applications in specific areas -- Problems with imperfect state information -- Computational aspects of dynamic programming-suboptimal control -- Minimization of total expected value-discounted cost -- Minimization of total expected value-undiscounted cost -- Minimization of average expected value -- Appendix A. Mathematical review -- Appendix B. On optimization theory -- Appendix C. On probability theory -- Appendix D. On finite state Markov chains
Dynamic programming and stochastic control
Physical Description:1 Online-Ressource (xv, 397 pages)
ISBN:0080956343
0120932504
1282289233
9780080956343
9780120932504
9781282289239

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