عنوان
پدید آورنده
موضوع
رده
QA402.5 .B66 2019
QA402
.
5
.
B66
2019
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9783030149765
NATIONAL BIBLIOGRAPHY NUMBER
Number
E206
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Convex and stochastic optimization
General Material Designation
[Electronic book]
First Statement of Responsibility
/ J. Frederic Bonnans
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cham, Switzerland
Name of Publisher, Distributor, etc.
: Springer
Date of Publication, Distribution, etc.
, 2019.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 311 p.
SERIES
Series Title
(Universitext)
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
1 A convex optimization toolbox -- 2 Semidefinite and semi-infinite 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 -- Index
0
SUMMARY OR ABSTRACT
Text of Note
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 uncertainty
TOPICAL NAME USED AS SUBJECT
Entry Element
Mathematical optimization
Entry Element
Stochastic processes
Entry Element
Convex functions
a03
a05
a07
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA402
.
5
Book number
.
B66
2019
PERSONAL NAME - PRIMARY RESPONSIBILITY
Bonnans, J. F. (Joseph Frederic), 1957-
ORIGINATING SOURCE
Country
ایران
Agency
University of Tehran. Library of College of Science
Date of Transaction
20211218
ELECTRONIC LOCATION AND ACCESS
Date and Hour of Consultation and Access
UT_SCI_BL_DB_1002267_0001.pdf
e
BL
278840
1
a
Y
