LEADER 03758nam 22006975 450 001 9910254085103321 005 20200701224014.0 010 $a3-319-48814-7 024 7 $a10.1007/978-3-319-48814-1 035 $a(CKB)3710000001041186 035 $a(DE-He213)978-3-319-48814-1 035 $a(MiAaPQ)EBC6310537 035 $a(MiAaPQ)EBC5610779 035 $a(Au-PeEL)EBL5610779 035 $a(OCoLC)1078997659 035 $a(PPN)198340583 035 $a(EXLCZ)993710000001041186 100 $a20170112d2016 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aDynamic Optimization $eDeterministic and Stochastic Models /$fby Karl Hinderer, Ulrich Rieder, Michael Stieglitz 205 $a1st ed. 2016. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2016. 215 $a1 online resource (XXII, 530 p. 22 illus.) 225 1 $aUniversitext,$x0172-5939 311 $a3-319-48813-9 327 $aIntroduction and Organization of the Book -- Part I Deterministic Models -- Part II Markovian Decision Processes -- Part III Generalizations of Markovian Decision Processes -- Part IV Appendix. 330 $aThis book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained. 410 0$aUniversitext,$x0172-5939 606 $aOperations research 606 $aManagement science 606 $aSystem theory 606 $aMathematical optimization 606 $aProbabilities 606 $aOperations Research, Management Science$3https://scigraph.springernature.com/ontologies/product-market-codes/M26024 606 $aSystems Theory, Control$3https://scigraph.springernature.com/ontologies/product-market-codes/M13070 606 $aDiscrete Optimization$3https://scigraph.springernature.com/ontologies/product-market-codes/M26040 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 615 0$aOperations research. 615 0$aManagement science. 615 0$aSystem theory. 615 0$aMathematical optimization. 615 0$aProbabilities. 615 14$aOperations Research, Management Science. 615 24$aSystems Theory, Control. 615 24$aDiscrete Optimization. 615 24$aProbability Theory and Stochastic Processes. 676 $a519.3 700 $aHinderer$b Karl$4aut$4http://id.loc.gov/vocabulary/relators/aut$0755886 702 $aRieder$b Ulrich$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aStieglitz$b Michael$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910254085103321 996 $aDynamic Optimization$92182292 997 $aUNINA