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Stochastic Control Theory : Dynamic Programming Principle - 2nd ed. 2015

By: (Author) Makiko Nisio

Extended Catalogue

Ksh 19,800.00

Format: Hardback or Cased Book

ISBN-10: 4431551220

ISBN-13: 9784431551225

Edition: 2nd ed. 2015

Series: Probability Theory and Stochastic Modelling

Publisher: Springer Verlag, Japan

Imprint: Springer Verlag, Japan

Country of Manufacture: JP

Country of Publication: GB

Publication Date: Dec 9th, 2014

Print length: 250 Pages

Weight: 538 grams

Dimensions (height x width x thickness): 24.50 x 16.20 x 2.00 cms

Product Classification: Stochastics

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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.

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