9783540405061 - dynamic stochastic optimization: 532 (lecture notes in economics and mathematical systems, 532) de marti, kurt (10 resultados)
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Editorial: Springer 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Editorial: Springer 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Condición: New. pp. 348.
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Editorial: Springer 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Condición: Gut. Zustand: Gut | Seiten: 348 | Sprache: Englisch | Produktart: Bücher | Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack o…f proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in that may have a nonsmooth and even discontinuous character - the tegrands typical situation for "hit-or-miss" type of decision making problems involving irreversibility ofdecisions or/and abrupt changes ofthe system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is practically impossible. Also, the problem does not often possess the separability properties that allow to derive the standard in control theory recursive (Bellman) equations.
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Editorial: Springer, Springer Vieweg 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, the lack of pr…oper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in that may have a nonsmooth and even discontinuous character - the tegrands typical situation for 'hit-or-miss' type of decision making problems involving irreversibility ofdecisions or/and abrupt changes ofthe system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is practically impossible. Also, the problem does not often possess the separability properties that allow to derive the standard in control theory recursive (Bellman) equations.
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Editorial: Springer Berlin Heidelberg Okt 2003 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, AlemaniaBuchWeltWeit Ludwig Meier e.K.
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Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result…, the lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in that may have a nonsmooth and even discontinuous character - the tegrands typical situation for 'hit-or-miss' type of decision making problems involving irreversibility ofdecisions or/and abrupt changes ofthe system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is practically impossible. Also, the problem does not often possess the separability properties that allow to derive the standard in control theory recursive (Bellman) equations. 348 pp. Englisch.
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Editorial: Springer Berlin Heidelberg 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes supplementary material: sn.pub/extrasUncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often…too complex to allow for prec.
Idioma: Inglés
Editorial: Springer 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Condición: New. Print on Demand pp. 348 Illus.
Idioma: Inglés
Editorial: Springer 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Librería: Biblios, frankfurt am main, AlemaniaBiblios
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Condición: New. PRINT ON DEMAND pp. 348.
Idioma: Inglés
Editorial: Springer, Springer Vieweg Okt 2003 2003
Serie: Lecture Notes in Economics and Mathematical Systems, Libro 2 de 126. Libro 2 de 126 - Lecture Notes in Economics and Mathematical Systems
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Librería: buchversandmimpf2000, Emtmannsberg, Alemaniabuchversandmimpf2000
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Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Uncertainties and changes are pervasive characteristics of modern systems involving interactions between humans, economics, nature and technology. These systems are often too complex to allow for precise evaluations and, as a result, th…e lack of proper management (control) may create significant risks. In order to develop robust strategies we need approaches which explic itly deal with uncertainties, risks and changing conditions. One rather general approach is to characterize (explicitly or implicitly) uncertainties by objec tive or subjective probabilities (measures of confidence or belief). This leads us to stochastic optimization problems which can rarely be solved by using the standard deterministic optimization and optimal control methods. In the stochastic optimization the accent is on problems with a large number of deci sion and random variables, and consequently the focus ofattention is directed to efficient solution procedures rather than to (analytical) closed-form solu tions. Objective and constraint functions of dynamic stochastic optimization problems have the form of multidimensional integrals of rather involved in that may have a nonsmooth and even discontinuous character - the tegrands typical situation for 'hit-or-miss' type of decision making problems involving irreversibility ofdecisions or/and abrupt changes ofthe system. In general, the exact evaluation of such functions (as is assumed in the standard optimization and control theory) is practically impossible. Also, the problem does not often possess the separability properties that allow to derive the standard in control theory recursive (Bellman) equations.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 348 pp. Englisch.
