Dynamic Stochastic Optimization / edited by Kurt Marti, Yuri Ermoliev, Georg Pflug.

This volume considers optimal stochastic decision processes from the viewpoint of stochastic programming. It focuses on theoretical properties and on approximate or numerical solution techniques for time-dependent optimization problems with random parameters (multistage stochastic programs, optimal...

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Online Access: Full Text (via Springer)
Main Author: Marti, Kurt
Other Authors: Ermolʹev, I︠U︡. M. (I︠U︡riĭ Mikhaĭlovich), Pflug, Georg Ch., 1951-
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:Lecture notes in economics and mathematical systems ; 532.
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Call Number: HD30.23
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