## 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).

### 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