Convex Stochastic Optimization

Dynamic Programming And Duality In Discrete Time

by Ari-Pekka Perkkio e Teemu Pennanen
language: english
Publisher: Springer International Publishing AG, December of 2024 ‧
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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.

Convex Stochastic Optimization

Dynamic Programming And Duality In Discrete Time

by Ari-Pekka Perkkio e Teemu Pennanen

Property Description
ISBN: 9783031764318
Publisher: Springer International Publishing AG
Release Date: December of 2024
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Hardcover
Pages: 412
Format: Book
Collection: Probability Theory And Stochastic Modelling
Categories: Books in English > Computing > Operating Systems and Networks
EAN: 9783031764318

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