The focus of the present volume is stochastic optimization of dynamical systems in discrete time where - by concentrating on the role of information regarding optimization problems - it discusses the related discretization issues. There is a growing need to tackle uncertainty in applications of optimization. For example the massive introduction of renewable energies in power systems challenges traditional ways to manage them. This book lays out basic and advanced tools to handle and numerically solve such problems and thereby is building a bridge between Stochastic Programming and Stochastic Control. It is intended for graduates readers and scholars in optimization or stochastic control, as well as engineers with a background in applied mathematics.
Using a wealth of anecdotes, data from academic literature, and original research, this very accessible little book highlights how we all struggle to cope with the maelstrom of choices, influences and experiences that come our way. The authors have slogged through piles of dry research papers to provide many wonderful nuggets of information and surprising insights. For example: Why is an upside-down red triangle such a powerful warning sign on the road? What is the best kind of alibi? What makes the number 7 so special? Why is it better to whisper words of love into the left ear? Will that recent marriage last? Why is it that the French eat snails but not slugs? The reader will discover the amazing tools and shortcuts that millennia of evolution have built into our brains. And this knowledge is power! Knowing more about how the human mind connects the dots helps us understand why decision-making is so tricky. With insights from evolutionary psychology, we become better equipped to understand ourselves and others and to interact and communicate more effectively.
Fruits de l'évolution et de la sélection naturelle, nous avons gardé certains comportements et modes de pensée anciens, remontant à la préhistoire. Ils induisent des biais cognitifs qui peuvent encore avoir leur utilité - il vaut mieux prendre un bâton tordu pour un serpent que l'inverse -, mais ils viennent aussi fausser nos décisions quotidiennes, ou nous conduire à attribuer aux autres des pensées qu'ils n'ont pas. Les capacités cognitives de l'homme de Cro-Magnon, qui lui ont permis de constituer de grands groupes sociaux, nous ont menés à perfectionner nos capacités de coopération... mais aussi de dissimulation et de tromperie. Introduction ludique à la psychologie évolutionniste, ce livre montre le face-à-face déroutant entre un « vieux » cerveau et une réalité en partie immuable mais souvent renouvelée. Appréhender les biais de notre psychologie est sans doute un atout pour se connaître et comprendre les autres. Jérôme Boutang, ingénieur agronome et économiste, dirige le Centre technique d'études de la pollution atmosphérique et du changement climatique (Citepa). Michel De Lara est chercheur en mathématiques appliquées, diplômé de l'École polytechnique et de l'École nationale des ponts et chaussées, où il travaille actuellement.
