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Stochastic dynamic programming / Kjetil Kåre Haugen (2016)  

Public Titre : Stochastic dynamic programming Type de document : Guide/Manuel Auteurs : Kjetil Kåre Haugen, Auteur Editeur : Oslo [Norvège] : Universitetsforlaget - Scandinavian University Press Année de publication : 2016 Importance : 105 p. ISBN/ISSN/EAN : 978-82-15-02671-8 Note générale : bibliographie Langues : Anglais (eng) Descripteur : [Vedettes matières IGN] Mathématique [Termes IGN] arbre de décision [Termes IGN] méthode déterministe [Termes IGN] optimisation (mathématiques) [Termes IGN] processus stochastique [Termes IGN] programmation dynamique [Termes IGN] programmation stochastique [Termes IGN] variable aléatoire Résumé : (éditeur) This text gives a comprehensive coverage of how optimization problems involving decisions and uncertainty may be handled by the methodology of Stochastic Dynamic Programming (SDP). A rapidly changing world with seemingly growing uncertainty needs a modern approach to this classic methodology. The book treats discrete, as well as continuous problems, all illustrated by relevant real world examples. The book presents a comprehensive outline of SDP from its roots during World War II until today. Much of recent research are covered, as well as parts of the authors’ own original research. Algorithms and computer techniques are added when needed. The book may serve as a supplementary text book on SDP (preferably at the graduate level) given adequate added background material. Note de contenu : 1- Introduction 2- SDP – basic concepts 3- SDP - Benefits 4- SDP - difficulties 5- Infinite horizon problems 6- Recent research Numéro de notice : 25972 Affiliation des auteurs : non IGN Thématique : INFORMATIQUE/MATHEMATIQUE Nature : Manuel de cours DOI : 10.18261/9788215026718-2016 En ligne : https://doi.org/10.18261/9788215026718-2016 Format de la ressource électronique : URL Permalink : https://documentation.ensg.eu/index.php?lvl=notice_display&id=96619