Stochastic Dynamic Programming

• मुख्य लेखक: Kjetil Kåre Haugen (auth)
• स्वरूप: इलेक्ट्रोनिक पुस्तक अध्याय
• भाषा: अंग्रेज़ी
• प्रकाशित: Scandinavian University Press (Universitetsforlaget) 2016
• ऑनलाइन पहुंच: 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...