Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time - Teemu Pennanen,Ari-Pekka Perkkiö
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- 1. Convex Stochastic Optimization.- 2. Dynamic Programming.- 3. Duality.- 4. Absence of a Duality Gap.- 5. Existence of Dual Solutions.
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Description
More Information
| Author | Teemu Pennanen, Ari-Pekka Perkkiö |
|---|---|
| Publisher | Palgrave Macmillan |
| Series | Probability Theory and Stochastic Modelling |
| Release year | 2025 |
| Cover type | Softcover |
| EAN | 9783031764349 |