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9783319488134

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Part I deals with deterministic dynamic optimization models describing the control of discrete-time systems. Part II is devoted to discrete-time stochastic control models. Part III ... is devoted to Markovian decision processes with disturbances... The book comprises a lot of examples, problems for readers, and supplements with additional comments for the advanced reader and with bibliographic notes. (Svetlana A. Kravchenko, zbMATH 1365.90002)

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Karl Hinderer was Professor of Stochastics at the Karlsruhe Institute of Technology KIT. He wrote the seminal book Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter (1970) and the textbook Grundbegriffe der Wahrscheinlichkeitstheorie (1972). His main research areas were stochastic dynamic programming, probability and stochastic processes. Ulrich Rieder is Professor emeritus at the University of Ulm. From 1990 to 2008, he was Editor-in-Chief of Mathematical Methods of Operations Research. His main research areas include stochastic dynamic programming and control, risk-sensitive Markov decision processes, stochastic games, and financial optimization. Michael Stieglitz was Professor at the University of Karlsruhe until 2002. He contributes to summability, approximation theory, and probability.

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