Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming: 75 (Probability Theory and Stochastic Modelling)

by Guy Cohen (Author), Guy Cohen (Author), Pierre Carpentier (Author), Jean-Philippe Chancelier (Author)

• New

  Hardcover
  2015

  $106.18

  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.