Dynamic Optimization

Deterministic and Stochastic Models

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Business & Finance, Management & Leadership, Operations Research
Cover of the book Dynamic Optimization by Karl Hinderer, Ulrich Rieder, Michael Stieglitz, Springer International Publishing
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Author: Karl Hinderer, Ulrich Rieder, Michael Stieglitz ISBN: 9783319488141
Publisher: Springer International Publishing Publication: January 12, 2017
Imprint: Springer Language: English
Author: Karl Hinderer, Ulrich Rieder, Michael Stieglitz
ISBN: 9783319488141
Publisher: Springer International Publishing
Publication: January 12, 2017
Imprint: Springer
Language: English

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.

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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.

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