Dynamic Optimization: Deterministic and Stochastic Models - Karl Hinderer,Michael Stieglitz,Ulrich Rieder
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This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer scien ... Full description
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Description
More Information
| Author | Karl Hinderer, Michael Stieglitz, Ulrich Rieder |
|---|---|
| Publisher | Springer Nature Switzerland |
| Series | Universitext |
| Release year | 2017 |
| Cover type | Softcover |
| EAN | 9783319488134 |