Action Optimisation; Dynamic Programming

  • Peter Whittle
Part of the Springer Texts in Statistics book series (STS)


This and the following two chapters are something of a diversion, but open the way to important applications. The primal role of the expectation concept in all three cases is a fact of life rather than of selection.


Covariance Prefix Clarification 


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Copyright information

© Springer Science+Business Media New York 2000

Authors and Affiliations

  • Peter Whittle
    • 1
  1. 1.Department of Pure Mathematics and Mathematical StatisticsUniversity of CambridgeCambridgeUK

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