Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming /: at the crossroads between discrete time stochastic control and stochastic programming. (2015)

• Record Type: Book
• Further Information: Note: Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen, Michel de Lara.
• Authors: Carpentier, Pierre; Chancelier, Jean-Philippe; Cohen, Guy; De Lara, Michel, 1961-
• Contents: I Preliminaries -- 1. Issues and Problems in Decision Making under Uncertainty -- 2. Open-Loop Control: The Stochastic Gradient Method -- II Decision under Uncertainty and the Role of Information.- 3. Tools for Information Handling.- 4. Information and Stochastic Optimization Problems.- Optimality Conditions for SOC Problems -- III Discretization and Numerical Methods -- 6. Discretization Methodology for Problems with SIS -- 7. Numerical Algorithms -- IV Convergence Analysis -- 8. Convergence Issues in Stochastic Optimization -- V Advanced Topics -- 9. Multi-Agent Decision Problems -- Dual Effect for Multi-Agent Stochastic I-O Systems -- VI Appendices -- A. Basics in Analysis and Optimization -- B. Basics in Probability -- References -- Index.
• Publisher Details: Cham : Springer
• Publication Date: 2015
• Extent: 1 online resource
• Subjects: 519.2; Mathematics; Stochastic models; Stochastic programming; Stochastic control theory; MATHEMATICS -- Applied; MATHEMATICS -- Probability & Statistics -- General; Stochastic control theory; Stochastic models; Stochastic programming; Mathematics -- Probability & Statistics -- General; Probability & statistics; Distribution (Probability theory); Optimization; Electronic books
• Languages: English
• ISBNs: 9783319181387; 3319181386; 3319181378; 9783319181370
• Related ISBNs: 9783319181370
• Notes: Note: Includes bibliographical references and index.; Note: Online resource; title from PDF title page (EBSCO, viewed May 13, 2015).
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.