By Dimitri P. Bertsekas
This study monograph is the authoritative and entire therapy of the mathematical foundations of stochastic optimum regulate of discrete-time structures, together with the remedy of the complicated measure-theoretic concerns.
Read Online or Download Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series) PDF
Similar Computational Mathematicsematics books
This e-book offers a basic creation to numerical research. This ebook covers a variety of subject matters together with Interpolation and Polynomial Approximation, Curve becoming, Numerical Differentiation, Numerical Integration, and Numerical Optimization. For engineering and computing device technology fields.
This is often the 1st publication on confident equipment for, and purposes of orthogonal polynomials, and the 1st on hand choice of suitable Matlab codes. The publication starts with a concise creation to the idea of polynomials orthogonal at the actual line (or a component thereof), relative to a favorable degree of integration.
The sector of molecular evolution has skilled explosive development lately because of the swift accumulation of genetic series info, non-stop advancements to machine and software program, and the advance of refined analytical tools. The expanding availability of enormous genomic info units calls for strong statistical tips on how to examine and interpret them, producing either computational and conceptual demanding situations for the sphere.
Extra resources for Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)