Introduction to stochastic control. (English) Zbl 0293.93018

New York etc.: Holt, Rinehart and Winston, Inc. XVII, 390 p. $ 14.95 (1971).


93Exx Stochastic systems and control
93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
93E20 Optimal stochastic control
93E15 Stochastic stability in control theory
60J05 Discrete-time Markov processes on general state spaces
60G25 Prediction theory (aspects of stochastic processes)
60G40 Stopping times; optimal stopping problems; gambling theory