An introduction to the solution of stochastic control problems through the use of dynamic programming. Both discrete and continuous-time stochastic dynamic systems are treated without the use of excessive mathematics.
- ISBN10 0136386105
- ISBN13 9780136386100
- Publish Date 1 August 1993
- Publish Status Out of Print
- Out of Print 31 October 2009
- Publish Country GB
- Publisher Pearson Education Limited
- Imprint Prentice-Hall
- Format Hardcover
- Pages 300
- Language English