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Convex Stochastic Optimization
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Convex Stochastic Optimization

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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
Upplaga
2024 ed.
ISBN
9783031764318
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2024-12-19
Sidor
412