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Dynamic Optimization: Deterministic and Stochastic Models (Universitext)
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- Sofort-KaufenDynamic Optimization: Deterministic and Stochastic Models (Universitext)
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eBay-Artikelnr.:397246657729
Artikelmerkmale
- Artikelzustand
- subject_code
- GPFC
- gpsr_safety_attestation
- true
- subject
- Cybernetics and systems theory
- target_audience
- Professional and scholarly
- is_adult_product
- false
- edition_number
- 1
- binding
- paperback
- Edition
- 1st ed. 2016
- MPN
- 27,059,308.00
- batteries_required
- false
- manufacturer
- Springer
- Brand
- Springer
- series_title
- Universitext
- number_of_items
- 1
- pages
- 552
- part_number
- 27059308
- publication_date
- 2017-01-18T00:00:01Z
- unspsc_code
- 55101500
- batteries_included
- false
- ISBN
- 9783319488134
Über dieses Produkt
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-10
3319488139
ISBN-13
9783319488134
eBay Product ID (ePID)
240474215
Product Key Features
Book Title
Dynamic Optimization : Deterministic and Stochastic Models
Number of Pages
Xxii, 530 Pages
Language
English
Publication Year
2017
Topic
Mechanics / Dynamics, Operations Research, Management Science, System Theory
Illustrator
Yes
Genre
Science, Business & Economics
Book Series
Universitext Ser.
Format
Trade Paperback
Dimensions
Item Weight
290.9 Oz
Item Length
9.3 in
Item Width
6.1 in
Additional Product Features
Reviews
"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. Kravchenko, zbMATH 1365.90002)
Number of Volumes
1 vol.
Table Of Content
Introduction and Organization of the Book.- Part I Deterministic Models.- Part II Markovian Decision Processes.- Part III Generalizations of Markovian Decision Processes.- Part IV Appendix.
Synopsis
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.
LC Classification Number
T57.6-57.97
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