Description: Stochastic optimal control :

Main Author:	Bertsekas, Dimitri P.
Other Authors:	Shreve, Steven E.
Format:	Book
Language:	English
Published:	Belmont, Mass. : Athena Scientific, c1996.
Subjects:	Dynamic programming Stochastic processes

Physical Description:	xiii, 323 p. ; 24 cm.
Bibliography:	Includes bibliographical references (p. 312-315) and index.
ISBN:	1886529035