Introduction to Stochastic Dynamic Programming (PROBABILITY AND MATHEMATICAL STATISTICS)

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Introduction to Stochastic Dynamic Programming (PROBABILITY AND MATHEMATICAL STATISTICS) image
ISBN-10:

0125984200

ISBN-13:

9780125984201

Author(s): Ross, Sheldon
Released: Jan 01, 1983
Publisher: Academic Pr
Format: Hardcover, 164 pages
Related ISBN: 9780125984218

Description:

This book presents the basic theory and examines the scope of applications of stochastic dynamic programming. The mathematical prerequisites for this text are relatively few. No prior knowledge of dynamic programming is assumed and only a moderate familiarity with probability, including the use of conditional expectation, is necessary.

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