Optimization over time : dynamic programming and stochastic control
Peter Whittle.
Chichester : Wiley, ©1982-©1983.
2 vols. ; 24 cm.
Serie: Wiley series in probability and mathematical statistics. Applied probability and statistics
ISBN: 0471101206 (v. 1), 0471104965 (v. 2)
Incluye referencias bibliográficas.
Reseña:
MathSciNet, 84f:90002 (v. 1)
MathSciNet, 85e:90062 (v. 2)