Stochastic Multi-Stage Optimization. At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming
june, 2015
Publication type:
Book
Publisher:
Springer
ISBN:
978-3-319-18137-0
HAL:
BibTeX:
@book{Car-Cha-Coh-DeL-2015, author={Pierre Carpentier and Jean-Philippe Chancelier and Guy Cohen and Michel De Lara }, title={Stochastic Multi-Stage Optimization. At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming }, doi={10.1007/978-3-319-18138-7 }, publisher={Springer }, year={2015 }, month={6}, series={Probability Theory and Stochastic Modelling }, }