Stochastic Multi-Stage Optimization. At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming

Pierre Carpentier, Jean-Philippe Chancelier, Guy Cohen and 
Michel De Lara
june, 2015
Publication type:
Book
Publisher:
Springer
ISBN:
978-3-319-18137-0
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 },
}