عنوان
پدید آورنده
موضوع
رده
T57.83 .B49 1996
T57
.
83
.
B49
1996
کتابخانه
محل استقرار
1886529035
9781886529038
b748292
Stochastic optimal control :
[Book]
the discrete time case /
Dimitri P. Bertsekas and Steven E. Shreve.
Belmont, Mass. :
Athena Scientific,
©1996.
xiii, 323 pages ;
24 cm.
Optimization and neural computation series
Includes bibliographical references (pages 312-315) and index.
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.
0
Dynamic programming.
Measure theory.
Stochastic processes.
DISCRETE FUNCTIONS.
Dynamic programming.
DYNAMIC PROGRAMMING.
MEASURE AND INTEGRATION.
Measure theory.
Optimierung
Stochastic processes.
STOCHASTIC PROCESSES.
Stochastischer Prozess
519
.
7/03
21
T57
.
83
.
B49
1996
QH
400
QH
400
.
rvk
rvk
Bertsekas, Dimitri P.
Shreve, Steven E.
20201204082052.0
مطالعه متن کتاب [Book]
Y
