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  • © 1975

Optimal Control of Discrete Time Stochastic Systems

Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 110)

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Table of contents (7 chapters)

  1. Front Matter

    Pages N2-iii
  2. Introduction and Formulation of the Model

    • Charlotte Striebel
    Pages 1-15
  3. Estimation

    • Charlotte Striebel
    Pages 16-37
  4. Statistics Sufficient for Control

    • Charlotte Striebel
    Pages 38-58
  5. General Theory of Optimality

    • Charlotte Striebel
    Pages 59-87
  6. Selection Classes

    • Charlotte Striebel
    Pages 88-127
  7. Quadratic Loss

    • Charlotte Striebel
    Pages 128-138
  8. An Absolute Value Loss Function

    • Charlotte Striebel
    Pages 139-171
  9. Back Matter

    Pages 172-211

Authors and Affiliations

  • School of Mathematics, University of Minnesota, Minneapolis, USA

    Charlotte Striebel

Bibliographic Information

Buy it now

Buying options

eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access