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Dynamic Programming and Stochastic Control

Authors: Dimitri P. Bertsekas Publisher: Elsevier Science Publication date: 1976 Publication language: Angielski Number of pages: 415 Publication formats: EAN: 9780080956343 ISBN: 9780080956343 Category: Mathematical foundations Kolekcja specjalna: Rok matematyki 2019 Publisher's index: S0076-5392(08)X6050-3 Bibliographic note: -

Description

Dynamic Programming and Stochastic Control

TOC

  • Front Cover 2
  • Dynamic Programming and Stochastic Control 5
  • Copyright Page 6
  • Contents 9
  • Preface 13
  • Acknowledgments 17
  • Chapter 1. Introduction 19
    • 1.1 The Problems of Decision under Uncertainty 21
    • 1.2 Expected Utility Theory and Risk 25
    • 1.3 Some Nonsequential Decision Problems 36
    • 1.4 A Model for Sequential Decision Making 46
    • 1.5 Notes 51
    • Problems 52
  • Part I: CONTROL OF UNCERTAIN SYSTEMS OVER A FINITE HORIZON 55
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