Optimization of Stochastic Systems
Masanao Aoki
Gebundenes Buch

Optimization of Stochastic Systems

Topics in Discrete-Time Dynamics

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Main description:From the PrefaceThe first edition of this book was written mainly for audiences with physical science and engineering backgrounds. Nevertheless, it reached some readers with economic and management science training. Analytical training of graduate students in economics and management sciences had progressed much in the last 20 years, and many new research results and optimization algorithms have also become available. My own interest in the meantime has shifted to the analysis of dynamics and optimization problems of economic and management science origin. With these developme...