Editors:
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Economics and Mathematical Systems (LNE, volume 532)
Buy it now
Buying options
Tax calculation will be finalised at checkout
Other ways to access
This is a preview of subscription content, log in via an institution to check for access.
Table of contents (16 papers)
-
Front Matter
-
Dynamic Decision Problems under Uncertainty: Modeling Aspects
-
Front Matter
-
-
Dynamic Stochastic Optimization in Finance
-
Front Matter
-
-
Optimal Control Under Stochastic Uncertainty
-
Front Matter
-
-
Tools for Dynamic Stochastic Optimization
-
Front Matter
-
About this book
Editors and Affiliations
-
Aero-Space Engineering and Technology, Federal Armed Forces University Munich, Neubiberg/Munich, Germany
Kurt Marti
-
IIASA Laxenburg, Laxenburg/Wien, Austria
Yuri Ermoliev
-
Institute of Statistics and Decision Support Systems (ISDS), University of Wien, Wien, Austria
Georg Pflug
Bibliographic Information
Book Title: Dynamic Stochastic Optimization
Editors: Kurt Marti, Yuri Ermoliev, Georg Pflug
Series Title: Lecture Notes in Economics and Mathematical Systems
DOI: https://doi.org/10.1007/978-3-642-55884-9
Publisher: Springer Berlin, Heidelberg
-
eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2004
Softcover ISBN: 978-3-540-40506-1Published: 29 October 2003
eBook ISBN: 978-3-642-55884-9Published: 06 December 2012
Series ISSN: 0075-8442
Series E-ISSN: 2196-9957
Edition Number: 1
Number of Pages: VIII, 336
Topics: Systems Theory, Control, Operations Research/Decision Theory, Calculus of Variations and Optimal Control; Optimization