Stochastic Multi-Stage Optimization At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming /

• 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: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Probability Theory and Stochastic Modelling, 75
• Subjects: Mathematics.; Mathematical optimization.; Probabilities.; Continuous Optimization.; Probability Theory and Stochastic Processes.

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...