Téléchargez le livre : Convex Stochastic Optimization

Convex Stochastic Optimization

Dynamic Programming and Duality in Discrete Time de

,

Éditeur :

Springer


Collection :

Probability Theory and Stochastic Modelling

Paru le : 2024-12-18

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Description

This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal control. We extend the theory of dynamic programming and convex duality to allow for a unified and simplified treatment of various special problem classes found in the literature. The extensions allow also for significant generalizations to existing problem formulations. Both dynamic programming and duality have played crucial roles in the development of various optimality conditions and numerical techniques for the solution of convex stochastic optimization problems.
Pages
412 pages
Collection
Probability Theory and Stochastic Modelling
Parution
2024-12-18
Marque
Springer
EAN papier
9783031764318
EAN PDF
9783031764325
Informations sur l'ebook
Nombre pages copiables
4
Nombre pages imprimables
41
Taille du fichier
6031 Ko
Prix
158,24 €
EAN EPUB
9783031764325
Informations sur l'ebook
Nombre pages copiables
4
Nombre pages imprimables
41
Taille du fichier
36076 Ko
Prix
158,24 €

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