Multistage stochastic optimization problems appear in many ways in finance, insurance, energy production and trading, logistics and transportation, among other

The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding o

Christian Küchler studies various aspects of the stability of stochastic optimization problems as well as approximation and decomposition methods in stochastic

Optimization problems involving stochastic models occur in almost all areas of science and engineering, such as telecommunications, medicine, and finance. Their

This volume considers optimal stochastic decision processes from the viewpoint of stochastic programming. It focuses on theoretical properties and on approximat