Stochastic Control in Discrete and Continuous Time

Stochastic Control in Discrete and Continuous Time

by Atle Seierstad
4/5

This book contains an introduction to three topics in stochastic control: discrete time stochastic control, i.

, stochastic dynamic programming (Chapter 1), piecewise - terministic control problems (Chapter 3), and control of Ito diffusions (Chapter 4).

First published
2010
Publishers
Springer
Subjects
Stochastic processes·Discrete-time systems

Books

Similar books