
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.
- Undertitel
- Dynamic Programming and Duality in Discrete Time
- Författare
- Teemu Pennanen, Ari-Pekka Perkkiö
- Upplaga
- 2024 ed.
- ISBN
- 9783031764318
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2024-12-19
- Sidor
- 412