Striebel, Charlotte,

Optimal control of discrete time stochastic systems / Charlotte Striebel. - Berlin ; New York : Springer-Verlag, 1975. - 208 p. ; - Lecture notes in economics and mathematical systems; 110. .


Control theory.
Mathematical optimization.
Discrete-time systems.
Stochastic systems.

Optimal control of discrete time stochastic systems.

517.977 / STR