Numerische Methoden zur konvexen mehrstufigen stochastischen Optimierung von Guanghui Lan
105,36 €
By Guanghui Lan, Alexander Shapiro. Cutting plane type algorithms in dynamical settings is one of the main topics of this monograph. This monograph concentrates on SP and SOC modeling approaches. The classical approach to sequential optimization is based on dynamic programming.
Jetzt bei Ebay: