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Dynamic optimization = deterministic and stochastic models /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Dynamic optimization/ by Karl Hinderer, Ulrich Rieder, Michael Stieglitz.
其他題名:	deterministic and stochastic models /
作者:	Hinderer, Karl.
其他作者:	Rieder, Ulrich.
出版者:	Cham :Springer International Publishing : : 2016.,
面頁冊數:	xxii, 530 p. :ill., digital ; : 24 cm.;
Contained By:	Springer eBooks
標題:	Mathematical optimization. -
電子資源:	http://dx.doi.org/10.1007/978-3-319-48814-1
ISBN:	9783319488141

Dynamic optimization = deterministic and stochastic models /
Hinderer, Karl.

Dynamic optimizationdeterministic and stochastic models /[electronic resource] :by Karl Hinderer, Ulrich Rieder, Michael Stieglitz. - Cham :Springer International Publishing :2016. - xxii, 530 p. :ill., digital ;24 cm. - Universitext,0172-5939. - Universitext..

Introduction and Organization of the Book -- Part I Deterministic Models -- Part II Markovian Decision Processes -- Part III Generalizations of Markovian Decision Processes -- Part IV Appendix.

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions) With relevant material covered in four appendices, this book is completely self-contained.

ISBN: 9783319488141

Standard No.: 10.1007/978-3-319-48814-1doiSubjects--Topical Terms:

527675
Mathematical optimization.

LC Class. No.: QA402.5

Dewey Class. No.: 519.6

Dynamic optimization = deterministic and stochastic models /
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