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Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming - Probability Theory and Stochastic Modelling Pierre Carpentier 2015 edition
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Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming - Probability Theory and Stochastic Modelling
Pierre Carpentier
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.
362 pages, 31 black & white illustrations, 14 colour illustrations, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 19, 2015 |
| ISBN13 | 9783319181370 |
| Publishers | Springer International Publishing AG |
| Pages | 362 |
| Dimensions | 155 × 235 × 22 mm · 707 g |
| Language | French |
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