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Dynamic Optimization: Deterministic and Stochastic Models (Universitext)

Karl Hinderer, Ulrich Rieder, Michael Stieglitz




[PDF.vz19] Dynamic Optimization: Deterministic and Stochastic Models (Universitext)

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 | #2310785 in Books |  2017-01-18 |  2017-01-18 | Original language:English | PDF # 1 |  9.25 x1.25 x6.10l, | File type: PDF | 530 pages

||From the Back Cover|
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 cont

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...

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