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Pennanen, Teemu.
Overview
Works:
1 works in 1 publications in 1 languages
Titles
Convex stochastic optimizationdynamic programming and duality in discrete time /
by: Pennanen, Teemu.; Perkkiö, Ari-Pekka.; SpringerLink (Online service)
(Electronic resources)
Subjects
Mathematics in Business, Economics and Finance.
Calculus of Variations and Optimization.
Probability Theory.
Functional Analysis.
Continuous Optimization.
Systems Theory, Control.
Stochastic processes.
Mathematical optimization.
Convex functions.
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