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Dynamic programming and stochastic control / Dimitri P. Bertsekas.

By: Material type: TextTextSeries: Mathematics in science and engineering ; v. 125.Publication details: New York : Academic Press, 1976.Description: 1 online resource (xv, 397 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9780080956343
  • 0080956343
  • 1282289233
  • 9781282289239
Subject(s): Genre/Form: Additional physical formats: Print version:: Dynamic programming and stochastic control.DDC classification:
  • 519.7/03 22
LOC classification:
  • T57.83 .B48 1976eb
Online resources:
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.
Summary: Dynamic programming and stochastic control.
Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
eBook eBook e-Library EBSCO Computers Available
Total holds: 0

Includes bibliographical references (pages 387-394) and index.

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.

Print version record.

Dynamic programming and stochastic control.

WorldCat record variable field(s) change: 650

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