株式会社極東書店トップ ＞ 商品一覧 ＞ Convex Stochastic Optimization : Dynamic Programming and Duality in Discrete Time. 2024 ed..
商品詳細
Convex Stochastic Optimization : Dynamic Programming and Duality in Discrete Time. 2024 ed..
・ISBN 978-3-031-76431-8 hard EUR 149.99
￥40,091.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Pennanen, Teemu / Perkkioe, Ari-Pekka, |
|---|---|
| シリーズ | Probability Theory and Stochastic Modelling |
| 出版社 | (Springer International Publishing AG, SZ) |
| 出版年月 | 2024 |
| ページ数 | 412 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-14342＞ |
解説
This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal control. We extend the theory of dynamic programming and convex duality to allow for a unified and simplified treatment of various special problem classes found in the literature. The extensions allow also for significant generalizations to existing problem formulations. Both dynamic programming and duality have played crucial roles in the development of various optimality conditions and numerical techniques for the solution of convex stochastic optimization problems.