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Dynamic programming and stochastic control

Dynamic programming and stochastic control

Bibliographic Details
Main Author: Bertsekas, Dimitri P.
Format: eBook
Language:English
Published: New York Academic Press 1976, 1976
Series:Mathematics in science and engineering
Subjects:
Dynamic Programming / Http://id.loc.gov/authorities/subjects/sh85040313
Stochastic Control Theory / Fast / (ocolc)fst01133503
Stochastische Processen / Gtt
Mathematics / Linear & Nonlinear Programming / Bisacsh
Commande Stochastique
Stochastic Control Theory / Http://id.loc.gov/authorities/subjects/sh92001443
Stochastic Processes / Http://id.loc.gov/authorities/subjects/sh85128181
Programmation Dynamique
Dynamische Programmering / Gtt
Processus Stochastiques
Stochastic Processes / Fast / (ocolc)fst01133519
Dynamic Programming / Fast / (ocolc)fst00900291
Stochastic Processes
Online Access:
Collection: Elsevier eBook collection Mathematics - Collection details see MPG.ReNa
Table of Contents:
  • Introduction
  • The dynamic programming algorithm
  • Applications in specific areas
  • Problems with imperfect state information
  • Computational aspects of dynamic programming-suboptimal control
  • Minimization of total expected value-discounted cost
  • Minimization of total expected value-undiscounted cost
  • Minimization of average expected value
  • Appendix A. Mathematical review
  • Appendix B. On optimization theory
  • Appendix C. On probability theory
  • Appendix D. On finite state Markov chains
  • Includes bibliographical references (pages 387-394) and index

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