Order History
Premium Membership & Rewards
Help Center / FAQ
Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time
eBook
$169.99
Collect stamps to save with Rewards. 10 stamps = $5. Learn More
Select a store to view item availability.
Available on compatible , the free NOOK App, and in My Digital Library
NOOK App
Download NOOK app
NOOK Devices
NOOK eReaders
- NOOK GlowLight 4 Plus
- NOOK GlowLight 4e
- NOOK GlowLight 4
- NOOK GlowLight Plus 7.8"
- NOOK GlowLight 3
- NOOK GlowLight Plus 6"
NOOK Tablets
- NOOK 9" Lenovo Tablet
- NOOK 10" HD Lenovo Tablet
- NOOK Tablet 7" & 10.1"
- NOOK by Samsung Galaxy Tab 7.0 [Tab A and Tab 4]
- NOOK by Samsung [Tab 4 10.1, S2 & E]
Free NOOK Reading Apps
- NOOK for iOS
- NOOK for Android
BN.com website
Go to your Digital Library in My Account
Limit 1 per customer
This book studies a general class of convex stochastic optimization (CSO) problems that unifies many common problem formulations from operations research, financial mathematics and stochastic optimal control. We extend the theory of dynamic programming and convex duality to allow for a unified and simplified treatment of various special problem classes found in the literature. The extensions allow also for significant generalizations to existing problem formulations. Both dynamic programmin...