Dynamic Optimization Deterministic and Stochastic Models /

• Κύριοι συγγραφείς: Hinderer, Karl (Συγγραφέας), Rieder, Ulrich (Συγγραφέας), Stieglitz, Michael (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: Universitext,
• Θέματα: Mathematics.; System theory.; Operations research.; Management science.; Mathematical optimization.; Probabilities.; Operations Research, Management Science.; Systems Theory, Control.; Discrete Optimization.; Probability Theory and Stochastic Processes.

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses...

Πίνακας περιεχομένων:

• Introduction and Organization of the Book
• Part I Deterministic Models
• Part II Markovian Decision Processes
• Part III Generalizations of Markovian Decision Processes
• Part IV Appendix.