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Found 1 from your keywords: subject="stochastic optimal co...
cover
Stochastic Control Theory
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Makiko Nisio

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. Using a time discretization we construct a nonlinear semigroup related to the dynamic programming principle (DPP), whose generator provide…

Edition
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ISBN/ISSN
978-4-431-55123-2
Collation
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Series Title
XV, 250
Call Number
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