
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
- Forfatter
- Teemu Pennanen, Ari-Pekka Perkkiö
- Opplag
- 2024 ed.
- ISBN
- 9783031764318
- Språk
- Engelsk
- Vekt
- 446 gram
- Utgivelsesdato
- 19.12.2024
- Antall sider
- 412
