bookDSpace@MIT (Massachusetts Institute of Technology)Feb 1, 2007GREEN OA

Stochastic optimal control : the discrete time case

DPDimitri P. BertsekasSESteven E. Shreve

Abstract

This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.

Citation impact

1,700
total citations
FWCI
43.16
Percentile
100%
References
0
Citations per year

Authors

2

Topics & keywords

Topics
Keywords
  • Computer science
  • Control (management)
  • Mathematical optimization
  • Mathematics
  • Control theory (sociology)
  • Artificial intelligence
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