Optimal Control of a Discrete Time Stochastic System Linear in the State.

Optimal Control of a Discrete Time Stochastic System Linear in the State.

Regular price $20.00 $20.00 Sale

A discrete time finite horizon stochastic control problem is considered whose dynamic equations and loss function are linear in the state vector with random coefficients, but which may vary in a nonlinear, random manner with the control variables. T...