Convex Stochastic Optimization : Dynamic Programming and Duality in Discrete Time

Name: Convex Stochastic Optimization
Brand: Springer International Publishing AG
SKU: 9783031764318
Price: 23400 KES
Availability: OutOfStock
ISBN: 9783031764318

2024 ed.

by Ari-Pekka Perkkio , Teemu Pennanen

Book Details

Format Hardback

Book Series Probability Theory and Stochastic Modelling

ISBN-10 3031764315

ISBN-13 9783031764318

Edition 2024 ed.

Publisher Springer International Publishing AG

Imprint Springer International Publishing AG

Country of Manufacture GB

Country of Publication GB

Publication Date Dec 19th, 2024

Print length 412 Pages

Product Classification: Cybernetics & systems theory Cybernetics and systems theory Economics, finance, business & management Economics, Finance, Business and Management Functional analysis & transforms Functional analysis and transforms Probability & statistics Probability and statistics Optimization Applied mathematics Stochastics

KSh 23,400.00

Publisher Out of Stock 0 in stock

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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 duality to allow for a unified and simplified treatment of various special problem classes found in the literature. The extensions allow also for significant generalizations to existing problem formulations. Both dynamic programming and duality have played crucial roles in the development of various optimality conditions and numerical techniques for the solution of convex stochastic optimization problems.

Get Convex Stochastic Optimization by Ari-Pekka Perkkio, Teemu Pennanen at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer International Publishing AG and it has 412 pages.