Stochastic Multi-Stage Optimization

DOI10.1007/978-3-319-18138-7zbMath1336.90066OpenAlexW2228673237MaRDI QIDQ5249299

Michel De Lara, Guy Cohen, Pierre Carpentier, Jean-Philippe Chancelier

Publication date: 30 April 2015

Published in: Probability Theory and Stochastic Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-18138-7

zbMATH Keywords

stochastic optimizationstochastic programmingstochastic controlmulti-agent systemsmulti-stage optimizationinformation handling

Mathematics Subject Classification ID

Stochastic programming (90C15) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Numerical methods for mathematical programming, optimization and variational techniques (65K99)

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