Bertsekas D.P., Shreve S.E. Stochastic Optimal Control: The Discrete-Time Case

Athena Scientific, 1999. — 774 p. — ISBN: 1886529000, 9781886529007 Unconstrained Optimization Optimality Conditions Gradient Methods - Convergence Gradient Methods - Rate of Convergence Newton's Method and Variations Least Squares Problems Conjugate Direction Methods Quasi-Newton Methods Nonderivative Methods Discrete-Time Optimal Control Some Practical Guidelines Notes and...

Springer, 2011. — 657 pages — ISBN: 1441996338, 9781441996336 This book provides a versatile and lucid treatment of classic as well as modern probability theory, while integrating them with core topics in statistical theory and also some key tools in machine learning. It is written in an extremely accessible style, with elaborate motivating discussions and numerous worked out...