Stochastic Dynamic Programming
This text gives a comprehensive coverage of how optimization problems involving decisions and uncertainty may be handled by the methodology of Stochastic Dynamic Programming (SDP). A rapidly changing world with seemingly growing uncertainty needs a modern approach to this classic methodology. The bo...
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| Materialtyp: | Online |
| Språk: | engelska |
| Utgiven: |
Scandinavian University Press (Universitetsforlaget)
2021
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| Länkar: | 26646 |
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| _version_ | 1869525221884559360 |
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| author | Kjetil Kåre Haugen |
| author_browse | Kjetil Kåre Haugen |
| author_facet | Kjetil Kåre Haugen |
| author_sort | Kjetil Kåre Haugen |
| collection | Directory of Open Access Books |
| description | This text gives a comprehensive coverage of how optimization problems involving decisions and uncertainty may be handled by the methodology of Stochastic Dynamic Programming (SDP). A rapidly changing world with seemingly growing uncertainty needs a modern approach to this classic methodology. The book treats discrete, as well as continuous problems, all illustrated by relevant real world examples. The book presents a comprehensive outline of SDP from its roots during World War II until today. Much of recent research are covered, as well as parts of the authors’ own original research. Algorithms and computer techniques are added when needed. The book may serve as a supplementary text book on SDP (preferably at the graduate level) given adequate added background material. Kjetil Kåre Haugen is a professor of Logistics and Sport Management at Molde University College, Specialized University in Logistics. |
| format | Online |
| id | doab-20.500.12854ir-60046 |
| institution | Directory of Open Access Books |
| language | eng |
| publishDate | 2021 |
| publishDateRange | 2021 |
| publishDateSort | 2021 |
| publisher | Scandinavian University Press (Universitetsforlaget) |
| publisherStr | Scandinavian University Press (Universitetsforlaget) |
| record_format | ojs |
| spelling | doab-20.500.12854ir-600462023-12-20T18:40:53Z Stochastic Dynamic Programming Kjetil Kåre Haugen QA75.5-76.95 QA273-280 QA1-939 bic Book Industry Communication::U Computing & information technology::UY Computer science This text gives a comprehensive coverage of how optimization problems involving decisions and uncertainty may be handled by the methodology of Stochastic Dynamic Programming (SDP). A rapidly changing world with seemingly growing uncertainty needs a modern approach to this classic methodology. The book treats discrete, as well as continuous problems, all illustrated by relevant real world examples. The book presents a comprehensive outline of SDP from its roots during World War II until today. Much of recent research are covered, as well as parts of the authors’ own original research. Algorithms and computer techniques are added when needed. The book may serve as a supplementary text book on SDP (preferably at the graduate level) given adequate added background material. Kjetil Kåre Haugen is a professor of Logistics and Sport Management at Molde University College, Specialized University in Logistics. 2021-02-12T04:34:55Z 2021-02-12T04:34:55Z 2018-05-02 16:53:55 2016 book 26646 9788215026718 9788215026701 https://directory.doabooks.org/handle/20.500.12854/60046 eng image/png Attribution 4.0 International https://www.universitetsforlaget.no/nettbutikk/stochastic-dynamic-programming-uf.html https://www.idunn.no/stochastic-dynamic-programming Scandinavian University Press (Universitetsforlaget) 10.18261/9788215026718-2016 10.18261/9788215026718-2016 85e3f3b2-1b54-434a-a3b6-6147724464f4 9788215026718 9788215026701 97 open access |
| spellingShingle | QA75.5-76.95 QA273-280 QA1-939 bic Book Industry Communication::U Computing & information technology::UY Computer science Kjetil Kåre Haugen Stochastic Dynamic Programming |
| title | Stochastic Dynamic Programming |
| title_full | Stochastic Dynamic Programming |
| title_fullStr | Stochastic Dynamic Programming |
| title_full_unstemmed | Stochastic Dynamic Programming |
| title_short | Stochastic Dynamic Programming |
| title_sort | stochastic dynamic programming |
| topic | QA75.5-76.95 QA273-280 QA1-939 bic Book Industry Communication::U Computing & information technology::UY Computer science |
| topic_facet | QA75.5-76.95 QA273-280 QA1-939 bic Book Industry Communication::U Computing & information technology::UY Computer science |
| url | 26646 |
| work_keys_str_mv | AT kjetilkarehaugen stochasticdynamicprogramming |