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Dynamic Optimization: Deterministic and Stochastic Models
Ulrich Rieder
€ 125.02
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Description for Dynamic Optimization: Deterministic and Stochastic Models
Paperback. Series: Universitext. Num Pages: 530 pages, 22 black & white illustrations, biography. BIC Classification: GPFC; PBT; PBU; PBWL. Category: (P) Professional & Vocational. Dimension: 235 x 155 x 28. Weight in Grams: 836.
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 science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple ... Read more
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 science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple ... Read more
Product Details
Publisher
Springer International Publishing AG
Format
Paperback
Publication date
2017
Series
Universitext
Condition
New
Number of Pages
530
Place of Publication
Cham, Switzerland
ISBN
9783319488134
SKU
V9783319488134
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About Ulrich Rieder
Karl Hinderer was Professor of Stochastics at the Karlsruhe Institute of Technology KIT. He wrote the seminal book Foundations of Non-stationary Dynamic Programming with Discrete Time Parameter (1970) and the textbook Grundbegriffe der Wahrscheinlichkeitstheorie (1972). His main research areas were stochastic dynamic programming, probability and stochastic processes. Ulrich Rieder is Professor emeritus at the University of Ulm. From 1990 ... Read more
Reviews for Dynamic Optimization: Deterministic and Stochastic Models
Part I deals with deterministic dynamic optimization models describing the control of discrete-time systems. Part II is devoted to discrete-time stochastic control models. Part III ... is devoted to Markovian decision processes with disturbances... The book comprises a lot of examples, problems for readers, and supplements with additional comments for the advanced reader and with bibliographic notes. (Svetlana A. ... Read more