Chance and Decision. Stochastic Control in Discrete Time by Jerzy Zabczyk

Chance and Decision. Stochastic Control in Discrete Time

Publications of the Scuola Normale Superiore

Jerzy Zabczyk

185 pages • missing pub info (editions)

nonfiction mathematics medium-paced
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Description

Mathematical theory of discrete time decision processes, also known as stochastic control, is based on two major ideas: backward induction and conditioning. It has a large number of applications in almost all branches of the natural sciences. The ...

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