Optimization Over Time: Dynamic Programming and Stochastic Control, Vol. 1.

1984 ◽  
Vol 79 (388) ◽  
pp. 955
Author(s):  
Steven Shreve ◽  
Peter Whittle
Keyword(s):  
Dynamic Programming ◽  
Stochastic Control ◽  
Time Dynamic ◽  
Over Time

Optimization over Time: Dynamic Programming and Stochastic Control. Vols I and II.

Economica ◽  
1985 ◽  
Vol 52 (206) ◽  
pp. 275
Author(s):  
Berc Rustem ◽  
Peter Whittle
Keyword(s):  
Dynamic Programming ◽  
Stochastic Control ◽  
Time Dynamic ◽  
Over Time
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