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).


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