Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
Year of publication: |
2004
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Other Persons: | Marti, Kurt (ed.) ; Ermol'ev, Jurij M. (ed.) ; Pflug, Georg (ed.) |
Institutions: | IFIP/IIASA/GAMM-Workshop on Dynamic Stochastic Optimization <2002, Laxenburg> (contributor) |
Publisher: |
Berlin : Springer |
Subject: | Dynamische Optimierung | Dynamic programming | Stochastischer Prozess | Stochastic process | Theorie | Theory | Stochastische dynamische Optimierung |
Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [digitale-objekte.hbz-nrw.de] |
Published items: |
16 hits in ECONIS - Online Catalogue of the ZBW
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Dynamic Stochastic Optimization
Marti, Kurt, (2004)
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Duality in stochastic linear and dynamic programming
Klein Haneveld, Willem Karel, (1986)
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Rational hedging and valuation with utility-based preferences
Becherer, Dirk, (2001)
- More ...
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Dynamic Stochastic Optimization
Marti, Kurt, (2004)
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Coping with Uncertainty : Modeling and Policy Issues
Marti, Kurt, (2006)
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Stochastičeskie modeli i metody v ėkonomičeskom planirovanii
Ermol'ev, Jurij M., (1979)
- More ...