Cover Image

Dynamic Stochastic Optimization /

Show other versions (1)

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...

Full description

Bibliographic Details
Main Author: Marti, Kurt
Corporate Author: SpringerLink (Online service)
Other Authors: Ermolʹev, I︠U︡. M. (I︠U︡riĭ Mikhaĭlovich), Pflug, Georg
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2004.
Series:Lecture notes in economics and mathematical systems ; 532.
Subjects:
Economics.
Mathematical optimization.
Operations research.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Dynamic Decision Problems under Uncertainty: Modeling Aspects
  • Dynamic Stochastic Optimization in Finance
  • Optimal Control Under Stochastic Uncertainty
  • Tools for Dynamic Stochastic Optimization.