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Chance and Decision: Stochastic Control in Discrete Time - Publications of the Scuola Normale Superiore / Crm Series Jerzy Zabczyk
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Chance and Decision: Stochastic Control in Discrete Time - Publications of the Scuola Normale Superiore / Crm Series
Jerzy Zabczyk
Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. This title intends to give a self-contained introduction to this theory and its applications.
185 pages
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | October 1, 1996 |
| ISBN13 | 9788876422423 |
| Publishers | Birkhauser Verlag AG |
| Pages | 185 |
| Dimensions | 170 × 240 × 12 mm · 412 g |
| Language | English |
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