Ebooks de Teemu Pennanen en PDF et EPUB

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Télécharger le livre : Convex Stochastic Optimization
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Convex Stochastic Optimization
Teemu Pennanen , Ari-Pekka Perkkiö
This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal control. We extend the theory of dynamic programming and convex...

Editeur : Springer
Parution : 2024-12-18
Collection : Probability Theory and Stochastic Modelling
PDF, ePub

158,24 €