Stochastic multi-stage optimization ...
Carpentier, Pierre.

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  • Stochastic multi-stage optimization = at the crossroads between discrete time stochastic control and stochastic programming /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Stochastic multi-stage optimization/ by Pierre Carpentier ... [et al.].
    其他題名: at the crossroads between discrete time stochastic control and stochastic programming /
    其他作者: Carpentier, Pierre.
    出版者: Cham :Springer International Publishing : : 2015.,
    面頁冊數: xvii, 362 p. :ill., digital ;24 cm.
    內容註: I Preliminaries -- 1.Issues and Problems in Decision Making under Uncertainty -- 2.Open-Loop Control: The Stochastic Gradient Method -- II Decision under Uncertainty and the Role of Information -- 3.Tools for Information Handling -- 4.Information and Stochastic Optimization Problems -- Optimality Conditions for SOC Problems -- III Discretization and Numerical Methods -- 6.Discretization Methodology for Problems with SIS -- 7.Numerical Algorithms -- IV Convergence Analysis -- 8.Convergence Issues in Stochastic Optimization -- V Advanced Topics -- 9.Multi-Agent Decision Problems -- Dual Effect for Multi-Agent Stochastic I-O Systems -- VI Appendices -- A. Basics in Analysis and Optimization -- B. Basics in Probability -- References -- Index.
    Contained By: Springer eBooks
    標題: Stochastic models. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-18138-7
    ISBN: 9783319181387 (electronic bk.)
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