**Stochastic Optimal Control: The Discrete-Time Case**

by Dimitri P. Bertsekas, Steven E. Shreve

**Publisher**: Athena Scientific 1996**ISBN/ASIN**: 1886529035**Number of pages**: 331

**Description**:

This research monograph is the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.

Download or read it online for free here:

**Download link**

(multiple PDF files)

## Similar books

**An Introduction to Mathematical Optimal Control Theory**

by

**Lawrence C. Evans**-

**University of California, Berkeley**

Contents: Introduction; Controllability, bang-bang principle; Linear time-optimal control; The Pontryagin Maximum Principle; Dynamic programming; Game theory; Introduction to stochastic control theory; Proofs of the Pontryagin Maximum Principle.

(

**14998**views)

**Distributed-Parameter Port-Hamiltonian Systems**

by

**Hans Zwart, Birgit Jacob**-

**CIMPA**

Topics from the table of contents: Introduction; Homogeneous differential equation; Boundary Control Systems; Transfer Functions; Well-posedness; Stability and Stabilizability; Systems with Dissipation; Mathematical Background.

(

**10871**views)

**Optimization and Control**

by

**Richard Weber**-

**University of Cambridge**

Topics: Dynamic Programming; Dynamic Programming Examples; Dynamic Programming over the Infinite Horizon; Positive Programming; Negative Programming; Bandit Processes and Gittins Index; Average-cost Programming; LQ Regulation; Controllability; etc.

(

**13027**views)

**Linear Optimal Control**

by

**B.D.O. Anderson, J.B. Moore**-

**Prentice Hall**

This book constructs a bridge between the familiar classical control results and those of modern control theory. Many modern control results do have practical engineering significance, as distinct from applied mathematical significance.

(

**17195**views)