03758nam 22006975 450 991025408510332120200701224014.03-319-48814-710.1007/978-3-319-48814-1(CKB)3710000001041186(DE-He213)978-3-319-48814-1(MiAaPQ)EBC6310537(MiAaPQ)EBC5610779(Au-PeEL)EBL5610779(OCoLC)1078997659(PPN)198340583(EXLCZ)99371000000104118620170112d2016 u| 0engurnn|008mamaatxtrdacontentcrdamediacrrdacarrierDynamic Optimization Deterministic and Stochastic Models /by Karl Hinderer, Ulrich Rieder, Michael Stieglitz1st ed. 2016.Cham :Springer International Publishing :Imprint: Springer,2016.1 online resource (XXII, 530 p. 22 illus.) Universitext,0172-59393-319-48813-9 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.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.Universitext,0172-5939Operations researchManagement scienceSystem theoryMathematical optimizationProbabilitiesOperations Research, Management Sciencehttps://scigraph.springernature.com/ontologies/product-market-codes/M26024Systems Theory, Controlhttps://scigraph.springernature.com/ontologies/product-market-codes/M13070Discrete Optimizationhttps://scigraph.springernature.com/ontologies/product-market-codes/M26040Probability Theory and Stochastic Processeshttps://scigraph.springernature.com/ontologies/product-market-codes/M27004Operations research.Management science.System theory.Mathematical optimization.Probabilities.Operations Research, Management Science.Systems Theory, Control.Discrete Optimization.Probability Theory and Stochastic Processes.519.3Hinderer Karlauthttp://id.loc.gov/vocabulary/relators/aut755886Rieder Ulrichauthttp://id.loc.gov/vocabulary/relators/autStieglitz Michaelauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910254085103321Dynamic Optimization2182292UNINA