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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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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Carpentier, Pierre (Auteur), Chancelier, Jean-Philippe (Auteur), Cohen, Guy (Auteur), De Lara, Michel (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Cham : Springer International Publishing : Imprint: Springer, 2015.
Édition:1st ed. 2015.
Collection:Probability Theory and Stochastic Modelling, 75
Sujets:
Accès en ligne:Texto Completo

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