TY - GEN digital ID - 131565780 TI - Dynamic Optimization : Deterministic and Stochastic Models AU - Hinderer, Karl AU - Rieder, Ulrich AU - Stieglitz, Michael PY - 2016 SN - 9783319488141 PB - Cham Springer International Publishing DB - UniCat KW - Numerical methods of optimisation KW - Operational research. Game theory KW - Discrete mathematics KW - Mathematical statistics KW - Probability theory KW - Mathematics KW - Engineering sciences. Technology KW - Planning (firm) KW - Business management KW - waarschijnlijkheidstheorie KW - discrete wiskunde KW - stochastische analyse KW - Bayesian statistics KW - management KW - mathematische modellen KW - systeemtheorie KW - econometrie KW - wiskunde KW - operationeel onderzoek KW - systeembeheer KW - kansrekening UR - https://www.unicat.be/uniCat?func=search&query=sysid:131565780 AB - This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance. Dynamic Optimization is a carefully presented textbook which starts with discrete-time deterministic dynamic optimization problems, providing readers with the tools for sequential decision-making, before proceeding to the more complicated stochastic models. The authors present complete and simple proofs and illustrate the main results with numerous examples and exercises (without solutions). With relevant material covered in four appendices, this book is completely self-contained. ER -