The Resource Stochastic optimal control : the discrete time case, Dimitri P. Bertsekas and Steven E. Shreve

Stochastic optimal control : the discrete time case, Dimitri P. Bertsekas and Steven E. Shreve

Label
Stochastic optimal control : the discrete time case
Title
Stochastic optimal control
Title remainder
the discrete time case
Statement of responsibility
Dimitri P. Bertsekas and Steven E. Shreve
Creator
Contributor
Subject
Language
eng
Member of
Action
committed to retain for EAST
Cataloging source
DLC
http://library.link/vocab/creatorName
Bertsekas, Dimitri P
Index
index present
LC call number
T57.83
LC item number
.B49 1996
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Shreve, Steven E
http://library.link/vocab/subjectName
  • Dynamic programming
  • Stochastic processes
  • Measure theory
  • Dynamic programming
  • Measure theory
  • Stochastic processes
  • Optimierung
  • Stochastischer Prozess
Label
Stochastic optimal control : the discrete time case, Dimitri P. Bertsekas and Steven E. Shreve
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. 312-315) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- Part I. Analysis of dynamic programming models -- 2. Monotone mappings underlying dynamic programming models -- 3. Finite horizon models -- 4. Infinite horizon models under a contraction assumption -- 5. Infinite horizon models under monotonicity assumptions -- 6. A generalized abstract dynamic programming model -- Part II. Stochastic optimal control theory -- 7. Borel spaces and their probability measures -- 8. The finite horizon Borel model -- 9. The infinite horizon Borel models -- 10. The imperfect state information model -- 11. Miscellaneous -- Appendixes: -- A. The outer integral -- B. Additional measurability properties of Borel spaces -- C. The Hausdorff metric and the exponential topology
Dimensions
24 cm.
Extent
xiii, 323 pages
Isbn
9781886529038
Lccn
96080191
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)37328598
  • (OCoLC)ocm37328598
Label
Stochastic optimal control : the discrete time case, Dimitri P. Bertsekas and Steven E. Shreve
Publication
Bibliography note
Includes bibliographical references (p. 312-315) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Introduction -- Part I. Analysis of dynamic programming models -- 2. Monotone mappings underlying dynamic programming models -- 3. Finite horizon models -- 4. Infinite horizon models under a contraction assumption -- 5. Infinite horizon models under monotonicity assumptions -- 6. A generalized abstract dynamic programming model -- Part II. Stochastic optimal control theory -- 7. Borel spaces and their probability measures -- 8. The finite horizon Borel model -- 9. The infinite horizon Borel models -- 10. The imperfect state information model -- 11. Miscellaneous -- Appendixes: -- A. The outer integral -- B. Additional measurability properties of Borel spaces -- C. The Hausdorff metric and the exponential topology
Dimensions
24 cm.
Extent
xiii, 323 pages
Isbn
9781886529038
Lccn
96080191
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)37328598
  • (OCoLC)ocm37328598

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