Abstract
In this treatise we deal with optimization problems whose objective functions show a sequential structure and hence are amenable to sequential methods. The corresponding field mostly goes by the name Discrete-time Dynamic Programming. Other names are Discrete-time Stochastic Control and Multi-stage Optimization. In order to avoid possible confusion with programming in computer science we speak of Dynamic Optimization.
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Hinderer, K., Rieder, U., Stieglitz, M. (2016). Introduction and Organization of the Book. In: Dynamic Optimization. Universitext. Springer, Cham. https://doi.org/10.1007/978-3-319-48814-1_1
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DOI: https://doi.org/10.1007/978-3-319-48814-1_1
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