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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.
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2024年12月19日 |
| ISBN13 | 9783031764318 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 412 |
| 寸法 | 245 × 163 × 29 mm · 752 g |
| 言語 | ドイツ語 |
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