Related Books
Language: en
Pages: 593
Pages: 593
Type: BOOK - Published: 2019-07-16 - Publisher: Springer
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at t
Language: en
Pages: 243
Pages: 243
Type: BOOK - Published: 2009-05-28 - Publisher: Springer Science & Business Media
Stochastic optimization problems arise in decision-making problems under uncertainty, and find various applications in economics and finance. On the other hand,
Language: en
Pages: 263
Pages: 263
Lectures on BSDEs, Stochastic Control, and Stochastic Differential Games with Financial Applications
Type: BOOK - Published: 2016-02-18 - Publisher: SIAM
The goal of this textbook is to introduce students to the stochastic analysis tools that play an increasing role in the probabilistic approach to optimization p
Language: en
Pages: 231
Pages: 231
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media
This book may be regarded as consisting of two parts. In Chapters I-IV we pre sent what we regard as essential topics in an introduction to deterministic optima
Language: en
Pages: 389
Pages: 389
Type: BOOK - Published: 2015-02-21 - Publisher: Springer
This book examines optimization problems that in practice involve random model parameters. It details the computation of robust optimal solutions, i.e., optimal