Dynamic Optimization Deterministic and Stochastic Models /

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and stochastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses...

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Main Authors: Hinderer, Karl. (Author, http://id.loc.gov/vocabulary/relators/aut), Rieder, Ulrich. (http://id.loc.gov/vocabulary/relators/aut), Stieglitz, Michael. (http://id.loc.gov/vocabulary/relators/aut)
Corporate Author: SpringerLink (Online service)
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Universitext,
Subjects:
Online Access:https://doi.org/10.1007/978-3-319-48814-1