Stochastic Dynamic Programming

• 1. Verfasser: Kjetil Kåre Haugen (auth)
• Format: Elektronisch Buchkapitel
• Sprache: Englisch
• Veröffentlicht: Scandinavian University Press (Universitetsforlaget) 2016
• Online-Zugang: DOAB: download the publication; DOAB: description of the publication

This text gives a comprehensive coverage of how optimization problems involving decisions and uncertainty may be handled by the methodology of Stochastic Dynamic Programming (SDP). A rapidly changing world with seemingly growing uncertainty needs a modern approach to this classic methodology. The bo...