Dynamic Optimization Deterministic and Stochastic Models /

• Main Authors: Hinderer, Karl (Author), Rieder, Ulrich (Author), Stieglitz, Michael (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: Universitext,
• Subjects: 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...

Table of Contents:

• 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.