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...
| Main Authors: | , , , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2015.
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| Series: | Probability Theory and Stochastic Modelling,
75 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
