Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems) pdf epub mobi txt 電子書下載 2024

☆☆☆☆☆
簡體網頁||繁體網頁

Marti, Kurt; Ermoliev, Yuri; Pflug, Georg

Springer

2004-01-12

348

USD 99.00

Paperback

9783540405061

圖書標籤: 數理經濟學 Optimization

喜歡 Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems) 的讀者還喜歡

下載链接在页面底部

點擊這裡下載

facebook linkedin mastodon messenger pinterest reddit telegram twitter viber vkontakte whatsapp 複製鏈接

想要找書就要到小哈圖書下載中心

qciss.net

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

发表于2024-11-19

Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems) epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems) pdf epub mobi txt 電子書下載 2024

圖書描述

Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in that may have a nonsmooth and even discontinuous character - the tegrands typical situation for "hit-or-miss" type of decision making problems involving irreversibility ofdecisions or/and abrupt changes ofthe system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is practically impossible. Also, the problem does not often possess the separability properties that allow to derive the standard in control theory recursive (Bellman) equations.

Dynamic Stochastic Optimization (Lecture Notes in Economics and Mathematical Systems) 下載 mobi epub pdf txt 電子書