Bertsekas, Dimitri P.; Shreve, Steven E. Stochastic optimal control. The discrete time case. (English) Zbl 0471.93002 Mathematics in Science and Engineering, Vol. 139. New York -San Francisco - London: Academic Press (A Subsidiary of Harcourt Brace Jovanovich, Publishers). XIII, 323 p. $ 46.00 (1978). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 587 Documents MSC: 93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory 93E20 Optimal stochastic control 93C55 Discrete-time control/observation systems 49L99 Hamilton-Jacobi theories 49L20 Dynamic programming in optimal control and differential games 28A05 Classes of sets (Borel fields, \(\sigma\)-rings, etc.), measurable sets, Suslin sets, analytic sets 28A12 Contents, measures, outer measures, capacities 60B05 Probability measures on topological spaces 91B06 Decision theory Keywords:stochastic optimal control; discrete time control system; dynamic programming; analytic sets; pavings; outer integrals; measurability problems × Cite Format Result Cite Review PDF