Jean Michel Cohen: 15 books
Stochastic Multi-Stage Optimization
At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
Language: English
Release Date: May 5, 2015
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization....
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