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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.
| Medien | Bücher Gebundenes Buch (Buch mit hartem Rücken und steifem Einband) |
| Erscheinungsdatum | 19. Dezember 2024 |
| ISBN13 | 9783031764318 |
| Verlag | Springer International Publishing AG |
| Seitenanzahl | 412 |
| Maße | 245 × 163 × 29 mm · 752 g |
| Sprache | Deutsch |
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