VU Boekhandel

Information Relaxations and Duality in Stochastic Dynamic Programs A Review and Tutorial

Hoofdkenmerken

Auteur:	Brown, David B.; Smith, James
Titel:	Information Relaxations and Duality in Stochastic Dynamic Programs A Review and Tutorial
Uitgever:	now publishers Inc
ISBN:	9781680839623
Serie:	Foundations and TrendsÂ® in Optimization
Land van oorsprong:	United States
Prijs:	€ 81.51
Verschijningsdatum:	21-03-2022
Bericht:	Langere levertijd (2-3 weken)

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Categorie:

Electrical engineering

Technische kenmerken

Verschijningsvorm:	Paperback / softback
Paginas:	108
Hoogte mm.:	156
Breedte mm.:	234
Dikte mm.:	9
Gewicht gr.:	182

Inhoud:

Reviews the information relaxation approach which works by reducing a complex stochastic Dynamic Programming to a series of scenario-specific deterministic optimization problems solved within a Monte Carlo simulation.