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Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time - Probability Theory and Stochastic Modelling Teemu Pennanen 2024 edition
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Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time - Probability Theory and Stochastic Modelling
Teemu Pennanen
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.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2024. gada 19. decembris |
| ISBN13 | 9783031764318 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 412 |
| Izmēri | 150 × 220 × 20 mm · 752 g |
| Valoda | Vācu |
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