Download E-books Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series) PDF

By Dimitri P. Bertsekas

This learn monograph is the authoritative and entire therapy of the mathematical foundations of stochastic optimum regulate of discrete-time platforms, together with the therapy of the elaborate measure-theoretic matters.

Show description

Read or Download Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series) PDF

Best Computational Mathematicsematics books

Introduction to Applied Numerical Analysis (McGraw-Hill computer science series)

This e-book via a well known mathematician is acceptable for a single-semester path in utilized numerical research for desktop technology majors and different upper-level undergraduate and graduate scholars. even though it doesn't disguise real programming, it specializes in the utilized issues so much pertinent to technological know-how and engineering pros.

Applied Numerical Methods W/MATLAB: for Engineers & Scientists

Steven Chapra’s utilized Numerical tools with MATLAB, 3rd variation, is written for engineering and technology scholars who have to examine numerical challenge fixing. idea is brought to notify key ideas that are framed in functions and tested utilizing MATLAB. The ebook is designed for a one-semester or one-quarter direction in numerical tools ordinarily taken by means of undergraduates.
The 3rd variation good points new chapters on Eigenvalues and Fourier research and is followed by means of an intensive set of m-files and teacher materials.

Computational Fluid Dynamics in Fire Engineering: Theory, Modelling and Practice

Fireplace and combustion offers an important engineering problem to mechanical, civil and committed hearth engineers, in addition to experts within the approach and chemical, protection, constructions and structural fields. we're reminded of the tragic results of 'untenable' hearth mess ups reminiscent of at King's move underground station or Switzerland's St Gotthard tunnel.

Wave and Scattering Methods for Numerical Simulation

Scattering-based numerical equipment are more and more utilized to the numerical simulation of allotted time-dependent actual platforms. those equipment, which own first-class balance and balance verification houses, have seemed in quite a few guises because the transmission line matrix (TLM) approach, multidimensional wave electronic (MDWD) filtering and electronic waveguide (DWN) tools.

Additional info for Stochastic Optimal Control: The Discrete-Time Case (Optimization and Neural Computation Series)

Show sample text content

Rated 4.96 of 5 – based on 7 votes