Stochastic Dynamic Programming

This text gives a comprehensive coverage of how optimization problems involving decisions and uncertainty may be handled by the methodology of Stochastic Dynamic Programming (SDP). A rapidly changing world with seemingly growing uncertainty needs a modern approach to this classic methodology. The bo...

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Bibliographic Details
Format: eBook
Language:English
Published: Scandinavian University Press (Universitetsforlaget) 2016
Online Access:Open Access: DOAB: description of the publication
Open Access: DOAB, download the publication