Cover Image

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.
Description
Physical Description:xvii, 362 pages ; 24 cm.
Bibliography:Includes bibliographical references and index.
ISBN:3319181378 (cloth)
9783319181370 (cloth)
ISSN:2199-3130 ;