Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and
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- Artikel-Nr.: 10509291
Beschreibung
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.
Eigenschaften
Breite: | 155 |
Gewicht: | 596 g |
Höhe: | 237 |
Länge: | 20 |
Seiten: | 362 |
Sprachen: | Englisch |
Autor: | Guy Cohen, Jean-Philippe Chancelier, Michel De Lara, Pierre Carpentier |
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