Suchergebnisse - Stochastic Dynamic Programming

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Stochastic Dynamic Programming

Kåre Haugen, Kjetil (Verfasser)

[Erscheinungsort nicht ermittelbar] : Scandinavian University Press (Universitetsforlaget), 2016

E-Book

Markov decision processes : discrete stochastic dynamic programming

Puterman, Martin L.

New York : Wiley, 1994

E-Book

Stochastic dynamic programming and the control of queueing systems

Sennott, Linn I.

New York : Wiley, 1999

E-Book

Robust process control by dynamic stochastic programming

Steinbach, Marc C.

Berlin-Dahlem : ZIB, 2004

E-Book

On the convergence of stochastic dual dynamic programming and related methods

Philpott, A. B. (Verfasser)

Berlin : Humboldt-Universität zu Berlin, 2008

E-Book

Multistage Stochastic Decomposition: A Bridge between Stochastic Programming and Approximate Dynamic Programming

Sen, Suvrajeet (Verfasser)

Berlin : Humboldt-Universität zu Berlin, 2012

E-Book

Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance

Fabian, Csaba I. (Verfasser)

Berlin : Humboldt-Universität zu Berlin, 2007

E-Book

Dynamic programming

Bellman, Richard

Princeton [u.a.] : Princeton Univ. Press, 2010

Buch

Dynamic programming for optimal stopping via pseudo-regression

Bayer, Christian (Verfasser)

Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS), 2018

E-Book

Neuro-dynamic programming

Bertsekas, Dimitri P. (Verfasser)

3rd printing

Belmont, Mass. : Athena Scientific, 2016

Buch

Optimizations and programming : linear, nonlinear, dynamic, stochastic and applications with Matlab

El Hami, Abdelkhalak (Verfasser)

London [u.a.] : ISTE, 2021

E-Book

Monte-Carlo methods for backward stochastic differential equations : segment-wise dynamic programming and fast rates for lower bounds

Meyer, Steffen (Verfasser)

Saarbrücken : Saarländische Universitäts- und Landesbibliothek, 2022

E-Book

Introduction to stochastic programming

Birge, John R. (Verfasser)

Second edition

New York : Springer, 2011

Buch

Neuro-dynamic programming

Bertsekas, Dimitri P.

Belmont : Athena Scientific, 1996

Buch

Lectures on stochastic programming : modeling and theory

Shapiro, Alexander (Verfasser)

Second edition

Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM), [2014]

E-Book

Stochastic processes under parameter uncertainty

Criens, David (Verfasser)

Freiburg : Universität, 2024

E-Book

The performance of stochastic dynamic and fixed mix portfolio models

Fleten, Stein-Erik (Verfasser)

Berlin : Humboldt-Universität zu Berlin, 2000

E-Book

Chapter 6 Implementing Faustmann–Marshall–Pressler at Scale: Stochastic Dynamic Programing in Space

Paarsch, Harry J. (Verfasser)

The Econometrics of Networks. - [Erscheinungsort nicht ermittelbar] : Emerald Publishing Limited. - ISBN 9781838675752. - (2020), Seite 145-174

E-Artikel

Reinforcement learning and approximate dynamic programming for feedback control

Lewis, Frank L. (Hrsg.)

Hoboken : Wiley, 2013

Buch

Supply Chain Disruption Management : Using Stochastic Mixed Integer Programming

Sawik, Tadeusz (Verfasser)

2nd ed. 2020

Cham : Springer International Publishing, 2020

E-Book

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