Stochastic Control Theory

€174.90


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Product Information

ISBN9784431551225
PublisherSpringer Verlag, Japan
Price (excl. tax)€165.00
Tax€9.90
Price (incl. tax)€174.90
Availability1 unit in external warehouse

Product Description

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.