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Bertsekas, Dimitri P.

Stochastic optimal control : the discrete time case / Dimitri P. Bertsekas, Steven E. Shreve. - xiii, 323 pages ; 24 cm. - Mathematics in science and engineering ; v. 139 .

Includes index.

Bibliography: p. 312-315.

ISBN: 0120932601 9780120932603

LCCN: 77025727

Subjects--Topical Terms:
Dynamic programming.
Stochastic processes.
Measure theory.

LC Class. No.: T57.83 / .B49

Dewey Class. No.: 519.7/03