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OverviewOptimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). This monograph concentrates on SP and SOC modeling approaches. In these frameworks, there are natural situations when the considered problems are convex. Full Product DetailsAuthor: Guanghui Lan , Alexander ShapiroPublisher: now publishers Inc Imprint: now publishers Inc Weight: 0.146kg ISBN: 9781638283508ISBN 10: 1638283508 Pages: 94 Publication Date: 22 May 2024 Audience: Professional and scholarly , Professional & Vocational Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of Contents1. Introduction 2. Stochastic Programming 3. Stochastic Optimal Control 4. Risk Averse and Distributionally Robust Optimization 5. Dynamic Cutting Plane Algorithms 6. Computation Complexity of Cutting Plane Methods 7. Dynamic Stochastic Approximation Algorithms 8. Conclusions Acknowldgements ReferencesReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |