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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.
Undertitel
At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
Upplaga
2015 ed.
ISBN
9783319181370
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
19.5.2015
Sidor
362