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Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time - Probability Theory and Stochastic Modelling Teemu Pennanen 2024 edition
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Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time - Probability Theory and Stochastic Modelling
Teemu Pennanen
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.
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 19, 2024 |
| ISBN13 | 9783031764318 |
| Publishers | Springer International Publishing AG |
| Pages | 412 |
| Dimensions | 150 × 220 × 20 mm · 752 g |
| Language | German |
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