Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming eBook

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AUTEUR: Pierre Carpentier

NOM DE FICHIER: Stochastic Multi-Stage Optimization - At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming.pdf

DATE DE PUBLICATION: 2015-May-19

TAILLE DU FICHIER: 10,65 MB

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Stochastic Multi-Stage Optimization At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming. Authors: Carpentier, P., Chancelier, J.-P., Cohen, G., De Lara, M. Free Preview. Discusses the role of information in dynamic stochastic optimization problems ; Proposes a typology of information structures to delineate those which are numerically tractable; Proposes ...

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