Stochastic control theory: dynamic programming principle
Auteur :
Nisio, Makiko
Éditeur :
Springer Verlag, Japan
ISBN :
9784431564089
Date de publication :
23 août 2016
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Japon
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.