Stochastic Multi-Stage Optimization - At The Crossroads Between Discrete Time Stochastic Control And Stochastic Programming - pierre carpentier
- Collection: Probability Theory And Stochastic Modelling
- Format: Cartonné Voir le descriptif
Chargement...
179,82 €
Produit Neuf
Ou 44,96 € /mois
- Livraison à 0,01 €
- Livré entre le 24 août et le 9 septembre
Brand new, In English, Fast shipping from London, UK; Tout neuf, en anglais, expédition rapide depuis Londres, Royaume-Uni;ria9783319181370_dbm
- Payez directement sur Rakuten (CB, PayPal, 4xCB...)
- Récupérez le produit directement chez le vendeur
- Rakuten vous rembourse en cas de problème
Gratuit et sans engagement
Félicitations !
Nous sommes heureux de vous compter parmi nos membres du Club Rakuten !
TROUVER UN MAGASIN
Retour
Avis sur Stochastic Multi - Stage Optimization - At The Crossroads Between Discrete Time Stochastic Control And Stochastic... - Livre Mathématiques
0 avis sur Stochastic Multi - Stage Optimization - At The Crossroads Between Discrete Time Stochastic Control And Stochastic... - Livre Mathématiques
Les avis publiés font l'objet d'un contrôle automatisé de Rakuten.
-
Primates
2 avis
Occasion dès 134,90 €
-
Réfraction Oculaire Et Vision Binoculaire
Neuf dès 125,00 €
Occasion dès 108,75 €
-
Mathématiques Concrètes - Fondations Pour L'informatique
Occasion dès 110,42 €
-
Leçons De Géométrie - Géométrie Différentielle (Traduit Du Russe Par Irina Pétrova)
Occasion dès 265,00 €
-
Cours De Mathematiques. Tome 3, Géométrie Et Cinématique, 2ème Édition
2 avis
Occasion dès 129,99 €
-
Algèbre Linéaire Et Géométrie Classique
1 avis
Occasion dès 125,00 €
-
Batiprix Bordereau - Volume 2, Vrd, Espaces Vert Aménagement Extérieur
Occasion dès 185,11 €
-
Breezes Eastern The Art Of Folding Screens From China To Japan And Beyond
Neuf dès 247,99 €
-
Histoire De La Botanique
4 avis
Occasion dès 131,29 €
-
Maçonnerie De Pierre - Matériaux Et Techniques, Désordres Et Interventions
1 avis
Occasion dès 149,90 €
-
La Physique Des Réacteurs Nucléaires
2 avis
Occasion dès 250,00 €
-
Mathématiques Appliquées L3 - Cours Complet Avec 500 Tests Et Exercices Corrigés (1 Cd-Rom)
4 avis
Occasion dès 93,42 €
-
Traité Pratique De Charpente
Occasion dès 134,90 €
-
L'analyse De L'eau
Occasion dès 249,90 €
-
La Flore Photo, Flore De France Et Des Contrées Limitrophes - Volume 1, Clés Des Familles
3 avis
Occasion dès 114,40 €
-
Traité De Couverture
2 avis
Occasion dès 100,00 €
-
Identification Et Commande Des Systemes Automatises (3eme Edition)
Neuf dès 135,00 €
Occasion dès 100,00 €
-
Géométrie Symplectique, Calcul Des Variations Et Dynamique Hamiltonienne
Neuf dès 240,19 €
Occasion dès 125,00 €
-
Conception-Construction-Réhabilitation Parasismique - Coffret En 3 Volumes
1 avis
Occasion dès 129,00 €
-
Ondes Elastiques Dans Les Solides - Tome 1, Propagation Libre Et Guidée
1 avis
Occasion dès 99,90 €
Produits similaires
Présentation Stochastic Multi - Stage Optimization - At The Crossroads Between Discrete Time Stochastic Control And Stochastic...
- Livre Mathématiques
Résumé :
The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.
Biographie:
Professor Pierre Carpentier's primary research areas are Decomposition and Coordination for the Optimization of Large-Scale Systems in the stochastic framework, with a special interest in numerical methods. He is currently working at the applied mathematics unit UMA, ENSTA ParisTech, France. Professor J. Ph. Chancelier's research contributions have been in the fields of Stochastic Optimization, Control and Computer Languages for Numerical Computations. He currently holds a position at the applied mathematics center research CERMICS, ?cole des Ponts ParisTech, France. The main research contributions of Professor Guy Cohen have been in the theory of Decomposition and Coordination for the Optimization of Large-Scale Systems, in the development of a linear theory of a certain class of Discrete Event Systems based on the use of the so-called Max-Plus algebra, and more recently in numerical methods for Stochastic Optimal Control. He is currently a Researcher Emeritus. Professor Michel De Lara's main theoretical research fields are control theory and stochastic control. With regard to applications, he specializes in developing mathematical methods for the sustainable management of natural resources, concentrating on renewable energy and biodiversity. He currently holds a position at the applied mathematics center research CERMICS, ?cole des Ponts ParisTech, France.
Sommaire:
?I Preliminaries.- 1.Issues and Problems in Decision Making under Uncertainty.- 2.Open-Loop Control: The Stochastic Gradient Method.- II Decision under?Uncertainty and the Role?of Information.-?3.Tools for Information?Handling.-?4.Information and Stochastic?Optimization Problems.-?Optimality Conditions?for SOC Problems.- III Discretization and Numerical Methods.- 6.Discretization Methodology for Problems with SIS.- 7.Numerical Algorithms.- IV Convergence Analysis.- 8.Convergence Issues in Stochastic Optimization.- V Advanced Topics.- 9.Multi-Agent Decision Problems.- Dual Effect for Multi-Agent Stochastic I-O Systems.- VI Appendices.- A. Basics in Analysis and Optimization.- B. Basics in Probability.- References.- Index.
©
Détails de conformité du produit
Personne responsable dans l'UE