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Dynamic Optimization: Deterministic and Stochastic Models - Karl Hinderer,Michael Stieglitz,Ulrich Rieder

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2017-01-18
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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 ... Visas aprašymas

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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 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 proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained.

Daugiau informacijos

Autorius Karl Hinderer, Michael Stieglitz, Ulrich Rieder
Leidėjas Springer Nature Switzerland
Series Universitext
Išleidimo metai 2017
Viršelio tipas Minkšti viršeliai
EAN 9783319488134
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136,11 € 181,48 €