{"product_id":"da-stochastic-dynamic-programming-stochastic-dynamic-distance-optimal-partitioning-problems-and-partitions-requirements-matrices-von-regina-hildenbrandt","title":"DA Stochastic Dynamic Programming, Stochastic Dynamic Distance Optimal Partitioning Problems and Partitions-Requirements-Matrices","description":"\u003cp\u003eThis book consists of, apart from the introduction, the chapters\u003c\/p\u003e\u003cp\u003e- DA Stochastic Dynamic Programming with Random Disturbances,\u003c\/p\u003e\u003cp\u003e- The Problem of Stochastic Dynamic Distance Optimal Partitioning\u003c\/p\u003e\u003cp\u003e(SDDP problem),\u003c\/p\u003e\u003cp\u003e- Partitions-Requirements-Matrices (PRMs).\u003c\/p\u003e\u003cp\u003eDA (¿decision after¿) stochastic dynamic programming with random disturbances¿\u003c\/p\u003e\u003cp\u003eis characterized by the fact that these random disturbances are observed\u003c\/p\u003e\u003cp\u003ebefore the decision is made at each stage. In the past, only very moderate\u003c\/p\u003e\u003cp\u003eattention was given to problems with this characteristic.\u003c\/p\u003e\u003cp\u003eIn Chapter 2 specific properties of DA stochastic dynamic programming problems\u003c\/p\u003e\u003cp\u003eare worked out for theoretical characterization and for more efficient\u003c\/p\u003e\u003cp\u003esolution strategies of such problems.\u003c\/p\u003e\u003cp\u003eThe (DA) Stochastic Dynamic Distance Optimal Partitioning problem\u003c\/p\u003e\u003cp\u003e(SDDP problem) is an extremely complex Operations Research problem. It\u003c\/p\u003e\u003cp\u003eshows several connections with other problems of operations research and\u003c\/p\u003e\u003cp\u003einformatics such as stochastic dynamic transportation and facility location\u003c\/p\u003e\u003cp\u003eproblems or metric task systems and more specific k-server problems.\u003c\/p\u003e\u003cp\u003ePartitions of integers as states of SDDP problems require an enormous\u003c\/p\u003e\u003cp\u003eamount of storage space for the corresponding computer programs. Investigations\u003c\/p\u003e\u003cp\u003eof inherent characteristic structures of SDDP problems are also important\u003c\/p\u003e\u003cp\u003eas a basis for heuristics.\u003c\/p\u003e\u003cp\u003ePartitions-requirements-matrices (PRMs) (Chapter 4) are matrices of transition\u003c\/p\u003e\u003cp\u003eprobabilities of SDDP problems which are formulated as Markov decision\u003c\/p\u003e\u003cp\u003eprocesses. PRMs ¿in the strict meaning¿ include optimal decisions of\u003c\/p\u003e\u003cp\u003ecertain reduced SDDP problems, as is shown (in many cases) toward the end\u003c\/p\u003e\u003cp\u003eof the book.\u003c\/p\u003e\u003cp\u003ePRMs (in the strict meaning) themselves represent interesting (almost selfevident)\u003c\/p\u003e\u003cp\u003ecombinatorial structures, which are not otherwise found in literature.\u003c\/p\u003e\u003cp\u003eIn order to understand the investigations of this book, previous knowledge\u003c\/p\u003e\u003cp\u003eabout stochastic dynamic Programming and Markov decision processes is\u003c\/p\u003e\u003cp\u003euseful, however not absolutely necessary since the concerned models are\u003c\/p\u003e\u003cp\u003edeveloped from scratch.\u003c\/p\u003e\u003cdiv class=\"aw-variant-hidden-subtitle-div\" id=\"aw-variant-subtitle-9783869556086\"\u003e\u003ch3\u003e\u003c\/h3\u003e\u003c\/div\u003e","brand":"Autorenwelt Shop","offers":[{"title":"Softcover - 9783869556086","offer_id":39766613491805,"sku":"9783869556086","price":48.0,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0940\/0622\/files\/f3925813-55c6-4945-aaaf-0a9a0e639262.jpg?v=1776145365","url":"https:\/\/shop.autorenwelt.de\/products\/da-stochastic-dynamic-programming-stochastic-dynamic-distance-optimal-partitioning-problems-and-partitions-requirements-matrices-von-regina-hildenbrandt","provider":"Autorenwelt Shop","version":"1.0","type":"link"}