Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming / Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel de Lara.

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...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Carpentier, Pierre (Author), Chancelier, Jean-Philippe (Author), Cohen, Guy (Author), De Lara, Michel, 1961- (Author)
Format:	eBook
Language:	English
Published:	Cham : Springer, 2015.
Series:	Probability theory and stochastic modelling ; 75.
Subjects:	Stochastic models. Stochastic programming. Stochastic control theory.