Stochastic Dynamic Optimization Approaches and Computation

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3159 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3159 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3159 archive 351 disk0/00/00/31/18 2016-01-15 01:58:45 2021-08-27 17:13:14 2016-01-15 01:58:45 monograph show 2 Varaiya P. AL1329 Wets R.J.-B. AL1370 Stochastic Dynamic Optimization Approaches and Computation pub iis_met prog_ado This description of stochastic dynamical optimization models is intended to exhibit some of the connections between various formulations that have appeared in the literature, and indicate some of the difficulties that must be overcome when trying to adapt solution methods that have been successfully applied to one class of problems to an apparently related but different class of problems. The emphasis is on solvable models. The authors begin with the least dynamical versions of stochastic optimization models, one- and two-stage models then consider discrete time models, and conclude with continuous time models. 1988-09 published WP-88-087 WP-88-087 10 2474 2512 public working_paper IIASA, Laxenburg, Austria 28 FALSE info:eu-repo/semantics/book