Optimization of Stochastic Discrete Systems and Control on Complex Networks
This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving game variants of Markov decis...
Wedi'i Gadw mewn:
Prif Awduron: | Lozovanu, Dmitrii, Pickl, Stefan |
---|---|
Fformat: | Llyfr |
Iaith: | English |
Cyhoeddwyd: |
Springer
2015
|
Pynciau: | |
Mynediad Ar-lein: | https://scholar.dlu.edu.vn/thuvienso/handle/DLU123456789/57780 |
Tagiau: |
Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
|
Thư viện lưu trữ: | Thư viện Trường Đại học Đà Lạt |
---|
Eitemau Tebyg
-
Dynamic programming methods for the American option pricing problem with stochastic volatility /
gan: Mastroeni, Loretta. -
Stochastic Optimal Control in Infinite Dimension. 1st ed. 2017
gan: Fabbri, Giorgio, et al.
Cyhoeddwyd: (2020) -
Stochastic Control Theory
gan: Nisio, Makiko
Cyhoeddwyd: (2015) -
Nonlinear Stochastic Systems with Network-Induced Phenomena
gan: Hu, Jun, et al.
Cyhoeddwyd: (2015) -
Dynamic management decision and stochastic control processes /
gan: Odanaka, Toshio, 1925-
Cyhoeddwyd: (1990)