Stochastic Control Theory

174,90 €


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Información del producto

ISBN9784431551225
EditorialSpringer Verlag, Japan
Precio (sin IVA)165,00 €
Impuestos9,90 €
Precio (IVA incluido)174,90 €
Disponibilidad1 Unidad En almacén externo

Descripción del producto

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.