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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| Main Author: |
Carpentier, Pierre (Writer on stochastic programming), |
| Other Authors: |
Chancelier, Jean-Philippe,, Cohen, Guy,, De Lara, Michel, 1961-, SpringerLink (Online service) |
| Format: |
eBook
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| Language: |
English
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| Published: |
Cham :
Springer,
2015.
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| Physical Description: |
1 online resource.
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| Series: |
Probability theory and stochastic modelling ;
75.
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| Subjects: |
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