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Convex Stochastic Optimization
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Convex Stochastic Optimization

This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal control.

Undertittel
Dynamic Programming and Duality in Discrete Time
Opplag
2024 ed.
ISBN
9783031764318
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
19.12.2024
Antall sider
412