Mendeley出力
＜図書＞
Dynamic stochastic optimization
| 責任表示 | Kurt Marti, Yuri Ermoliev, Georg Pflug (eds.) |
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| シリーズ | Lecture notes in economics and mathematical systems ; 532 |
| データ種別 | 図書 |
| 出版情報 | Berlin ; Tokyo : Springer , c2004 |
| 本文言語 | 英語 |
| 大きさ | viii, 336 p. : ill. ; 24 cm |
| 概要 | This volume considers optimal stochastic decision processes from the viewpoint of stochastic programming. It focuses on theoretical properties and on approximate or numerical solution techniques for ...ime-dependent optimization problems with random parameters (multistage stochastic programs, optimal stochastic decision processes). Methods for finding approximate solutions of probabilistic and expected cost based deterministic substitute problems are presented. Besides theoretical and numerical considerations, the proceedings volume contains selected refereed papers on many practical applications to economics and engineering: risk, risk management, portfolio management, finance, insurance-matters and control of robots. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6872216 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | SER/LNEMS/532 | 2004 |
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023212004008470 |
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書誌詳細
| 一般注記 | Includes bibliographical references |
|---|---|
| 著者標目 | Marti, Kurt, 1943- Ermolʹev, I︠U︡riĭ Mikhaĭlovich Pflug, Georg Ch., 1951- |
| 件 名 | LCSH:Stochastic processes -- Congresses
全ての件名で検索
LCSH:Mathematical optimization -- Congresses 全ての件名で検索 |
| 分 類 | LCC:T57.32 NDC6:331.19 DC22:003 |
| 書誌ID | 1001239584 |
| ISBN | 3540405062 |
| NCID | BA64497900 |
| 巻冊次 | ISBN:3540405062 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |