Dynamic Optimization: Deterministic and Stochastic Models

This book explores discrete-time dynamic optimization and provides a detailed introduction to both deterministic and shastic models. Covering problems with finite and infinite horizon, as well as Markov renewal programs, Bayesian control models and partially observable processes, the book focuses on the precise modelling of applications in a variety of areas, including operations research, computer science, mathematics, statistics, engineering, economics and finance.

Dynamic Optimization ...