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Optimization over time : dynamic programming and stochastic control. V.1 / /

Manylion Llyfryddiaeth
Prif Awdur:	Whittle, Peter
Fformat:	Printed Book
Iaith:	English
Cyhoeddwyd:	Chichester ; New York : Wiley, c1982-
Pynciau:	Mathematical optimization. Dynamic programming. Stochastic control theory.

Eitemau Tebyg

Optimal estimation : with an introduction to stochastic control theory /
gan: Lewis, Frank L.
Cyhoeddwyd: (1986)

Foundations of non-stationary dynamic programming with discrete time parameter
gan: Hinderer, K.
Cyhoeddwyd: (1970)

Introduction to dynamic programming
gan: Nemhauser, George L.
Cyhoeddwyd: (1966)

Dynamic programming : models and applications /
gan: Denardo, Eric V.
Cyhoeddwyd: (2003)

Dynamic programming : foundations and principles /
gan: Sniedovich, Moshe
Cyhoeddwyd: (2011)

Stochastic control and mathematical modeling : applications in economics /
gan: Morimoto, Hiroaki
Cyhoeddwyd: (2010)

Stochastic control in discrete and continuous time /
gan: Seierstad, Atle
Cyhoeddwyd: (2009)

Numerical methods for stochastic control problems in continuous time .-2nded./
gan: Kushner, Harold J.
Cyhoeddwyd: (2001)

Weak convergence methods and singularly perturbed stochastic control and filtering problems /
gan: Kushner, Harold J.
Cyhoeddwyd: (1990)

Stochastic optimization.
gan: Schneider, Johannes J.
Cyhoeddwyd: (2006)

Dynamic programming and stochastic control /
gan: Bertsekas, Dimitri P.
Cyhoeddwyd: (1976)

Optimal control of discrete time stochastic systems /
gan: Striebel, Charlotte
Cyhoeddwyd: (1975)

Stochastic Optimization and Control
gan: Karreman,Herman.F
Cyhoeddwyd: (1968)

Deterministic and stochastic optimal control
gan: Fleming, Wendell H.
Cyhoeddwyd: (1975)

Foundations of optimization
gan: Beightler, Charles S
Cyhoeddwyd: (1979)

Robust and optimal control /
gan: Zhou, Kemin
Cyhoeddwyd: (1996)

Optimization of stochastic systems
gan: Aoki, Masanao
Cyhoeddwyd: (1967)

Discrete optimization [proceedings]
gan: Hammer, P L
Cyhoeddwyd: (1979)

Discrete optimization [proceedings]
gan: Hammer, P L
Cyhoeddwyd: (1979)

Optimization: theory and applications
gan: Rao, S S
Cyhoeddwyd: (1978)

Optimal control : linear quadratic methods /
gan: Anderson, Brian D. O.
Cyhoeddwyd: (1991)

Special edition using LINUX/
gan: Tackett, Jack
Cyhoeddwyd: (1995)

Optimal design of control systems: Stochastic and deterministic problems /
gan: Kolosov, G E .
Cyhoeddwyd: (1999)

Optimization Theory and Application
gan: Rao.S.S
Cyhoeddwyd: (1978)

Optimal control of discrete time stochastic systems
gan: Striebel,Charlotte
Cyhoeddwyd: (1975)

Optimization in locational and transport analysis
gan: Wilson, A G
Cyhoeddwyd: (1981)

Optimization methods for engineering design
gan: fox, Richard L
Cyhoeddwyd: (1971)

Continuous-time stochastic control and optimization with financial applications
gan: Pham, Huyen
Cyhoeddwyd: (2009)

Introduction to stochastic search and optimization: estimation, simulation, and control /
gan: Spall, James C .
Cyhoeddwyd: (2003)

Markov decision processes : discrete stochastic dynamic programming /
gan: Puterman, Martin L.
Cyhoeddwyd: (1994)

Optimal design of control systems : stochastic and deterministic problems /
gan: Kolosov, G. E.
Cyhoeddwyd: (1999)

Geometry of feedback and optimal control
gan: Jakubczyk, Bronislaw
Cyhoeddwyd: (1998)

Optimization Over Time
gan: F.R.S.Peter,Whittle
Cyhoeddwyd: (1983)

Optimization theory with applications.
gan: Pierre, Donald A.
Cyhoeddwyd: (1969)

Optimal control theory; a course in automatic control theory
gan: Pallu de La Barriere ed
Cyhoeddwyd: (1967)

Stochastic dynamic programming and the control of queueing systems.
gan: Sennott, Linn I.
Cyhoeddwyd: (1999)

Geometric optimal control: Theory mathods and examples
gan: Schattler, Heinz
Cyhoeddwyd: (2012)

Mathematical theory of optimal processes
gan: Pontryagin, L S, et al
Cyhoeddwyd: (1964)

Optimal control theory: A course in automatic control theory
gan: Barriere, R Pallu De La
Cyhoeddwyd: (1967)

Algorithms for linear-quadratic optimization /
gan: Sima, Vasile
Cyhoeddwyd: (1996)