Dynamic Optimization : Deterministic and Stochastic Models
1st ed. 2016
Book Details
Format
Paperback / Softback
Book Series
Universitext
ISBN-10
3319488139
ISBN-13
9783319488134
Edition
1st ed. 2016
Publisher
Springer International Publishing AG
Imprint
Springer International Publishing AG
Country of Manufacture
CH
Country of Publication
GB
Publication Date
Jan 18th, 2017
Print length
530 Pages
Weight
856 grams
Dimensions
15.90 x 24.00 x 3.20 cms
Ksh 18,000.00
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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.
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