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      Cover image for Stochastic optimal control : the discrete time case
      1. 
      Cover image for Decision and control in uncertain resource systems
      2. 
      Cover image for Stochastic models, estimation and control. Volume 3
      3. 
      Stochastic models, estimation and control. Volume 3
      by 
      Maybeck, Peter S.
      ScienceDirect http://www.sciencedirect.com/science/book/9780124807037
      Format: 
      Excerpt: 
      concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal
      Cover image for Stochastic optimization models in finance
      4. 
      Stochastic optimization models in finance
      by 
      Ziemba, W. T., compiler.
      ScienceDirect https://www.sciencedirect.com/science/book/9780127808505
      Format: 
      Excerpt: 
      COMPOSITE FUNCTIONS; ABSTRACT; Preliminaries; Principal result; Applications; SECTION3: DYNAMIC PROGRAMMING