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{ "item_title" : "Stochastic Multi-Stage Optimization", "item_author" : [" Pierre Carpentier", "Jean-Philippe Chancelier", "Guy Cohen "], "item_description" : "​I Preliminaries.- 1.Issues and Problems in Decision Making under Uncertainty.- 2.Open-Loop Control: The Stochastic Gradient Method.- II Decision under Uncertainty and the Role of Information.- 3.Tools for Information Handling.- 4.Information and Stochastic Optimization Problems.- Optimality Conditions for SOC Problems.- III Discretization and Numerical Methods.- 6.Discretization Methodology for Problems with SIS.- 7.Numerical Algorithms.- IV Convergence Analysis.- 8.Convergence Issues in Stochastic Optimization.- V Advanced Topics.- 9.Multi-Agent Decision Problems.- Dual Effect for Multi-Agent Stochastic I-O Systems.- VI Appendices.- A. Basics in Analysis and Optimization.- B. Basics in Probability.- References.- Index.", "item_img_path" : "https://covers3.booksamillion.com/covers/bam/3/31/918/137/3319181378_b.jpg", "price_data" : { "retail_price" : "119.99", "online_price" : "119.99", "our_price" : "119.99", "club_price" : "119.99", "savings_pct" : "0", "savings_amt" : "0.00", "club_savings_pct" : "0", "club_savings_amt" : "0.00", "discount_pct" : "10", "store_price" : "" } }
Stochastic Multi-Stage Optimization|Pierre Carpentier

Stochastic Multi-Stage Optimization : At the Crossroads Between Discrete Time Stochastic Control and Stochastic Programming

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Overview

​I Preliminaries.- 1.Issues and Problems in Decision Making under Uncertainty.- 2.Open-Loop Control: The Stochastic Gradient Method.- II Decision under Uncertainty and the Role of Information.- 3.Tools for Information Handling.- 4.Information and Stochastic Optimization Problems.- Optimality Conditions for SOC Problems.- III Discretization and Numerical Methods.- 6.Discretization Methodology for Problems with SIS.- 7.Numerical Algorithms.- IV Convergence Analysis.- 8.Convergence Issues in Stochastic Optimization.- V Advanced Topics.- 9.Multi-Agent Decision Problems.- Dual Effect for Multi-Agent Stochastic I-O Systems.- VI Appendices.- A. Basics in Analysis and Optimization.- B. Basics in Probability.- References.- Index.

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Details

  • ISBN-13: 9783319181370
  • ISBN-10: 3319181378
  • Publisher: Springer
  • Publish Date: May 2015
  • Dimensions: 9.21 x 6.14 x 0.88 inches
  • Shipping Weight: 1.56 pounds
  • Page Count: 362

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