Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time

Ari-Pekka Perkki , Teemu Pennanen
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Convex Stochastic Optimization: Dynamic Programming and Duality in Discrete Time

Ari-Pekka Perkki , Teemu Pennanen
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Found in: Science & Nature, Math & Physics

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Overview

412 PAGESENGLISH

Promotional Details
  • Published date: Dec 19, 2025
  • Language: English
  • No. of Pages: 412
  • Publisher: Springer Nature
  • ISBN: 9783031764349
  • Dimensions: 6.1" W x 1.0" L x 9.25" H

Teemu Pennanenis the Professor of Financial Mathematics, Probability and Statistics at King's College London. Before joining KCL, professor Pennanen worked as Managing Director at QSA Quantitative Solvency Analysts Ltd, with a joint appointment as Professor of Mathematics at the University of Jyvaskyl. His research interests include convex optimization, probability and statistics and their applications to operations research and financial economics. Pennanen has authored over 50 journal publications and he has been a consultant to a number of financial institutions including Bank of Finland, The State Pension Fund and Ministry of Social Affairs and Health.

Ari-Pekka Perkkiöis a senior assistant professor in Financial and Insurance Mathematics at the Department of Mathematics of Ludwig-Maximilians-Universität München. Before joining LMU, first as a junior professor, Perkkiö worked at Technische Universität Berlin and Aalto Universtiy. He has authored over 20 publications on optimization, variational analysis, probability theory, stochastic analysis and financial mathematics.

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