Stochastic Optimal Control: The Discrete-Time Case (Softcover)

Condition

VERY GOOD: This book is in very good condition, showing only a few signs of use and wear. The binding is tight and the pages free of writing.

Product Details

Continued from the Preface: "The monograph is intended for applied mathematicians, statisticians, and mathematically oriented analysts in engineering, operations research, and related fields. We have assumed throughout that the reader is familiar with the basic notions of measure theory and topology. In other respects, the monograph is self-contained. In particular, we have provided all necessary background related to Borel spaces and analytic sets."

BRIEF CONTENTS

1. Introduction

Part I: Analysis of Dynamic Programming Models

2. Monotone Mappings Underlying Dynamic Programming Methods
3. Finite Horizon Models
4. Infinite Horizon Models under a Contraction Assumption
5. Infinite Horizon Models under Monotonicity Assumptions
6. A Generalized Abstract Dynamic Programming Model

Part II: Stochastic Optimal Control Theory

7. Borel Spaces and Their Probability Measures
8. The Finite Horizon Borel Model
9. The Inifinite Horizon Borel Model
10. The Imperfect State Information Model
11. Miscellaneous

Appendices

1. The Outer Integral
2. Additional Measurability Properties of Borel Spaces
3. The Hausdorff Metric and the Exponential Topology

The book ends with References; Table of Propositions, Lemmas, Definitions, and Assumptions; and an Index.