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Stochastic multi-stage optimization[electronic resource] :at the crossroads between discrete time stochastic control and stochastic programming /

紀錄類型:	書目-電子資源 : Monograph/item
杜威分類號:	519.2
書名/作者:	Stochastic multi-stage optimization : at the crossroads between discrete time stochastic control and stochastic programming // by Pierre Carpentier ... [et al.].
其他作者:
出版者:	Cham : : Springer International Publishing :, 2015.
面頁冊數:	xvii, 362 p. : : ill., digital ;; 24 cm.
標題:
ISBN:	9783319181387 (electronic bk.)
ISBN:	9783319181370 (paper)
內容註:	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.#

Stochastic multi-stage optimization[electronic resource] :at the crossroads between discrete time stochastic control and stochastic programming /
Stochastic multi-stage optimizationat the crossroads between discrete time stochastic control and stochastic programming /[electronic resource] :by Pierre Carpentier ... [et al.]. - Cham :Springer International Publishing :2015. - xvii, 362 p. :ill., digital ;24 cm. - Probability theory and stochastic modelling,v.752199-3130 ;.

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.#

ISBN: 9783319181387 (electronic bk.)

Standard No.: 10.1007/978-3-319-18138-7doiSubjects--Topical Terms:

353965

LC Class. No.: QA274.2

Dewey Class. No.: 519.2

Stochastic multi-stage optimization[electronic resource] :at the crossroads between discrete time stochastic control and stochastic programming /
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