Dynamic Stochastic Optimization /

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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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:
Online Access:Connect to the full text of this electronic book
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Published 2004
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