| 書目名稱 | Dynamic Stochastic Optimization |
| 編輯 | Kurt Marti,Yuri Ermoliev,Georg Pflug |
| 視頻video | http://file.papertrans.cn/284/283771/283771.mp4 |
| 概述 | Includes supplementary material: |
| 叢書名稱 | Lecture Notes in Economics and Mathematical Systems |
| 圖書封面 |  |
| 描述 | Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic- itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec- tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci- sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu- tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in- that may have a nonsmooth and even discontinuo |
| 出版日期 | Conference proceedings 2004 |
| 關(guān)鍵詞 | Analysis; Stochastic Decision Processes; Stochastic Networks; Stochastic Optimization; Stochastic Progra |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-3-642-55884-9 |
| isbn_softcover | 978-3-540-40506-1 |
| isbn_ebook | 978-3-642-55884-9Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin Heidelberg 2004 |
|Archiver|手機(jī)版|小黑屋|
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