The aim of stochastic programming is to find optimal decisions in problems which involve uncertain data. This field is currently developing rapidly with contributions from many disciplines including operations research, mathematics, and probability. At the same time, it is now being applied in a wide...
Conversely, it is being applied in a wide variety of subjects ranging from agriculture to financial planning and from industrial engineering to computer networks. This textbook provides a first course in stochastic programming suitable for students with a basic knowledge of linear programming, elementary...
may depend on the history of the process up to that point or it may be randomized in the sense that it chooses action a with some probability Pa. 策略集合中的一个重要的子集合,就是平稳策略(stationary policy):这些策略是非随机的,而且它在时间t选择的动作仅取决于时间t的过程状态。 换句话说,...
This rapidly developing field encompasses many disciplinesincluding operations research, mathematics, and probability.Conversely, it is being applied in a wide variety of subjectsranging from agriculture to financial planning and from industrialengineering to computer networks. This textbook provides a firstco...
world book day celebration! up to 30% off books and ebooks plus free shipping. home books subjects mathematics introduction to stochastic dynamic programming introduction to stochastic dynamic programming 1st edition - july 28, 1995 author: sheldon m. ross language: english paperback isbn: ...
这本应该是stochastic dynamic programming (MDP)教材里面对初学者最友好的的一本了吧...跟Bertsekas和Puterman的比 0 有用 麦伦 2012-05-26 23:37:00 chapter2 is neat, but don't have any idea of other perspectives,, 仅留念 0 有用 HoweverMoveOn 2014-06-27 22:08:19 easier to read, th...
Introduction to Stochastic Dynamic Programming presents the basic theory and examines the scope of applications of stochastic dynamic programming. The book begins with a chapter on various finite-stage models, illustrating the wide range of applications of stochastic dynamic programming. Subsequent chapters...
The book presents an introduction to Stochastic Processes including Markov Chains, Birth and Death processes, Brownian motion and Autoregressive models. The emphasis is on simplifying both the underlying mathematics and the conceptual understanding of random processes. In particular, non-trivial computations...
麻省理工 算法入门 (MIT 6.006, Introduction to Algorithms, Peak Finding)【英】 微小的公开课 3.0万 33 21:02:33 【数据结构与算法】哈佛大学&麻省理工强强联合打造的顶尖数据结构与算法教程!- 中文讲解(附配套学习资源) 无敌C加加 3357 8 ...
His other books include The Evaluation of Risky Interrelated Investments, Queueing Tables and Graphs, Introduction to Stochastic Models in Operations Research, and Introduction to Mathematical Programming. He received his BS in industrial engineering and doctorate specializing in operations research and ...