Stochastic Optimal Control: The Discrete-TIme Case

Author(s)

Bertsekas, Dimitir P.; Shreve, Steven

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Date issued

2004-03-03

URI

http://hdl.handle.net/1721.1/4852

ISBN

1-886529-03-5

Keywords

Stocastic optimal control, dynamic programing, optimization

Collections

LIDS Technical Reports