Stochastic optimal control : the discrete-time case / Dimitri P. Bertsekas and Steven E. Shreve.

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Bibliographic Details
Main Author: Bertsekas, Dimitri P.
Other Authors: Shreve, Steven E.
Format: Book
Language:English
Published: Belmont, Mass. : Athena Scientific, c1996.
Series:Optimization and neural computation series
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