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...
Call Number: | Libro Electrónico |
---|---|
Main Authors: | Carpentier, Pierre (Author), Chancelier, Jean-Philippe (Author), Cohen, Guy (Author), De Lara, Michel (Author) |
Corporate Author: | SpringerLink (Online service) |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
|
Edition: | 1st ed. 2015. |
Series: | Probability Theory and Stochastic Modelling,
75 |
Subjects: | |
Online Access: | Texto Completo |
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