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Stochastic Multi-Stage Optimization At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming /

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. There is a growing need to tackle uncertainty in applications of opti...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Carpentier, Pierre (Autor), Chancelier, Jean-Philippe (Autor), Cohen, Guy (Autor), De Lara, Michel (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2015.
Edición:1st ed. 2015.
Colección:Probability Theory and Stochastic Modelling, 75
Temas:
Acceso en línea:Texto Completo

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