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Stochastic multi-stage optimization: at the crossroads between discrete time stochastic control and stochastic programming
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 opti...
| Autores principales: | , , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2015
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-18138-7 http://cds.cern.ch/record/2021029 |