Stochastic Optimal Control The Discrete-Time Case(Dimitri P. Bertsekas and Steven E. Shreve)
介绍
- Chapter1 Introduction
- Chapter2 Monotone Mappings Underlying Dynamic Programming Models
- Chapter3 Finite Horizon Models
- Chapter4 Infinite Horizon Models under a Contraction Assumption
- Chapter5 Infinite Horizon Models under Monotonicity Assumptions
- Chapter6 A Generalized Abstract Dynamic Programming Model
- Chapter7 Borel Spaces and Their Probability Measures
- Chapter8 The Finite Horizon Borel Model
- chapter9 The Infinite Horizon Borel Models
- Chapter10 The Imperfect State Information Model
- Chapter11 Miscellaneous
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