Bertsekas, Dimitri P.; Shreve, Steven E. Stochastic optimal control. The discrete time case. (Stokhasticheskoe optimal’noe upravlenie. Sluchaj diskretnogo vremeni). Transl. from the English by V. I. Lutkov and V. A. Khavanskov. (Russian) Zbl 0633.93001 Moskva: “Nauka”. Glavnaya Redaktsiya Fiziko-Matematicheskoj Literatury. 279 p. (1985). For a review of the English original (1978), see Zbl 0471.93002. Cited in 5 Documents MSC: 93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory 93C55 Discrete-time control/observation systems 93E20 Optimal stochastic control Citations:Zbl 0471.93002 PDFBibTeX XML