This book presents a unified theory of dynamic programming and Markov decision processes and its application to a major field of operations research and operations management: inventory control. Models are developed in discrete time as well as in continuous time. For continuous …
This book presents a unified theory of dynamic programming and Markov decision processes and its application to a major field of operations research and operations management: inventory control.
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it luci…
Sequential Stochastic Optimization provides mathematicians and applied researchers with a well-developed framework in which stochastic optimization problems can be formulated and solved. Offering much material that is either new or has never before appeared in book form, it luci…
Dynamic programming techniques in reservoir management for researchers and professionals in hydrology and water resources.
