Convex and stochastic optimization / J. Frédéric Bonnans

By:

Bonnans, J. Frédéric, 1957- [VerfasserIn]

9783030149765

Subject(s):

Genre/Form:

Lehrbuch

Additional physical formats: 9783030149772. | Erscheint auch als: Convex and stochastic optimization. Online-Ausgabe Cham : Springer, 2019. 1 Online-Ressource (XIII, 311 Seiten)MSC: MSC: 90C39 | *90-01 | 90C15 | 90C22 | 90C25 | 90C40 | 90C34 | 90C46RVK: RVK: SK 870DOI: DOI: 10.1007/978-3-030-14977-2Summary: 1 A convex optimization toolbox -- 2 Semideﬁnite and semiinﬁnite programming -- 3 An integration toolbox -- 4 Risk measures -- 5 Sampling and optimizing -- 6 Dynamic stochastic optimization -- 7 Markov decision processes -- 8 Algorithms -- 9 Generalized convexity and transportation theory -- References -- IndexSummary: This textbook provides an introduction to convex duality for optimization problems in Banach spaces, integration theory, and their application to stochastic programming problems in a static or dynamic setting. It introduces and analyses the main algorithms for stochastic programs, while the theoretical aspects are carefully dealt with. The reader is shown how these tools can be applied to various fields, including approximation theory, semidefinite and second-order cone programming and linear decision rules. This textbook is recommended for students, engineers and researchers who are willing to take a rigorous approach to the mathematics involved in the application of duality theory to optimization with uncertaintyPPN: PPN: 1663407169

Holdings ( 2 )

Holdings
Item type	Home library	Shelving location	Call number	Status	Notes	Date due	Barcode	Item holds
Freihandbestand ausleihbar	Fachbibliothek Mathematik	Bibliothek / frei aufgestellt	Stoch. / Bon	Available			36523128090
Handbibliothek	Fakultät für Mathematik	Handbibliothek (Ausleihe und Einsicht nicht möglich)	Stoch. / Bon	Checked out Ausleihe und Einsicht nicht möglich	Standort: FBM-Handapparat 21	11.03.2040	36597037090

Total holds: 0