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010   $a9783031764325
010   $a3031764323
024 7 $a10.1007/978-3-031-76432-5
035   $a(CKB)37054813100041
035   $a(MiAaPQ)EBC31851873
035   $a(Au-PeEL)EBL31851873
035   $a(DE-He213)978-3-031-76432-5
035   $a(EXLCZ)9937054813100041
100   $a20241219d2024      u|         0
101 0 $aeng
135   $aur|||||||||||
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 10$aConvex Stochastic Optimization $eDynamic Programming and Duality in Discrete Time /$fby Teemu Pennanen, Ari-Pekka Perkkiö
205   $a1st ed. 2024.
210  1$aCham :$cSpringer Nature Switzerland :$cImprint: Springer,$d2024.
215   $a1 online resource (420 pages)
225 1 $aProbability Theory and Stochastic Modelling,$x2199-3149 ;$v107
311 08$a9783031764318 
311 08$a3031764315 
327   $a- 1. Convex Stochastic Optimization -- 2. Dynamic Programming -- 3. Duality -- 4. Absence of a Duality Gap -- 5. Existence of Dual Solutions.
330   $aThis book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal control. We extend the theory of dynamic programming and convex duality to allow for a unified and simplified treatment of various special problem classes found in the literature. The extensions allow also for significant generalizations to existing problem formulations. Both dynamic programming and duality have played crucial roles in the development of various optimality conditions and numerical techniques for the solution of convex stochastic optimization problems.
410  0$aProbability Theory and Stochastic Modelling,$x2199-3149 ;$v107
606   $aMathematical optimization
606   $aProbabilities
606   $aSocial sciences$xMathematics
606   $aFunctional analysis
606   $aCalculus of variations
606   $aSystem theory
606   $aControl theory
606   $aContinuous Optimization
606   $aProbability Theory
606   $aMathematics in Business, Economics and Finance
606   $aFunctional Analysis
606   $aCalculus of Variations and Optimization
606   $aSystems Theory, Control
615  0$aMathematical optimization.
615  0$aProbabilities.
615  0$aSocial sciences$xMathematics.
615  0$aFunctional analysis.
615  0$aCalculus of variations.
615  0$aSystem theory.
615  0$aControl theory.
615 14$aContinuous Optimization.
615 24$aProbability Theory.
615 24$aMathematics in Business, Economics and Finance.
615 24$aFunctional Analysis.
615 24$aCalculus of Variations and Optimization.
615 24$aSystems Theory, Control.
676   $a519.6
700   $aPennanen$b Teemu$01781209
701   $aPerkkiö$b Ari-Pekka$01781210
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910918697703321
996   $aConvex Stochastic Optimization$94305963
997   $aUNINA