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This book presents the latest findings on stochastic dynamic programming models and on solving optimal control problems in networks. It includes the authors’ new findings on determining the optimal solution of discrete optimal control problems in networks and on solving...
Many decision problems in Operations Research are defined on temporal networks, that is, workflows of time-consuming tasks whose processing order is constrained by precedence relations. For example, temporal networks are used to model projects, computer applications,...
Portfolio Management with Heuristic Optimization consist of two parts. The first part (Foundations) deals with the foundations of portfolio optimization, its assumptions, approaches and the limitations when "traditional" optimization techniques are to be applied. In...
Optimal Control and Dynamic Games has been edited to honor the outstanding contributions of Professor Suresh Sethi in the fields of AppliedOptimal Control. Professor Sethi is internationally one of the foremost experts in this field. He is, among others,...
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