Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming /

Bibliographic Details

Main Authors:	Carpentier, Pierre (Author), Chancelier, Jean-Philippe (Author), Cohen, Guy (Author), De Lara, Michel, 1961- (Author)
Format:	Book
Language:	English
Published:	Cham : Springer, [2015]
Series:	Probability theory and stochastic modelling ; v. 75.
Subjects:	Stochastic control theory. Stochastic programming. Mathematical optimization.