Moments, positive polynomials and their applications / Jean Bernard Lasserre (LAAS-CNRS and Institute of Mathematics, University of Toulouse, France)

Von:

Lasserre, Jean-Bernard, 1953- [VerfasserIn]

Resource type: Ressourcentyp: BuchBuchVerlagsnummer: P665 hcSprache: Englisch Reihen: Imperial College Press optimization series ; 1Verlag: London : ICP, Imperial College Press, [2010]Copyright-Datum: © 2010Beschreibung: xxi, 361 Seiten ; 24 cmISBN:

1848164459
9781848164451

Schlagwörter:

Andere physische Formen: Erscheint auch als: Moments, positive polynomials and their applications. Online-Ausgabe London : Imperial College Press, 2010. 1 Online-Ressource (xxi, 361 p)MSC: MSC: *90-02 | 90C22 | 90C25 | 78M05 | 14P10 | 13P15 | 78M05 | 14P10 | 13P15RVK: RVK: SK 230LOC-Klassifikation:

QA402.5

Zusammenfassung: "Many important applications in global optimization, algebra, probability and statistics, applied mathematics, control theory, financial mathematics, inverse problems, etc. can be modeled as a particular instance of the Generalized Moment Problem (GMP). This book introduces a new general methodology to solve the GMP when its data are polynomials and basic semi-algebraic sets. This methodology combines semidefinite programming with recent results from real algebraic geometry to provide a hierarchy of semidefinite relaxations converging to the desired optimal value. Applied on appropriate cones, standard duality in convex optimization nicely expresses the duality between moments and positive polynomials. In the second part, the methodology is particularized and described in detail for various applications, including global optimization, probability, optimal control, mathematical finance, multivariate integration, etc., and examples are provided for each particular application." -- Book coverPPN: PPN: 1621958264

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Medientyp	Heimatbibliothek	Standort	Signatur	Status	Fälligkeitsdatum	Barcode	Vormerkungen
Freihandbestand ausleihbar	Fachbibliothek Mathematik	Bibliothek / frei aufgestellt	Untern.-forsch. / Las	Verfügbar		36491250090

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