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Stochastic Multi-Stage Optimization
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Stochastic Multi-Stage Optimization

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues.
Undertittel
At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
Opplag
Softcover reprint of the original 1st ed. 2015
ISBN
9783319365152
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
9.10.2016
Antall sider
362