Dynamic Optimization: Deterministic and Stochastic Models (Universitext)

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Item specifics

Condition
Brand New: A new, unread, unused book in perfect condition with no missing or damaged pages. See all condition definitionsopens in a new window or tab
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
Category

About this product

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
Author
Ulrich Rieder, Michael Stieglitz, Karl Hinderer
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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