عنوان
پدید آورنده
موضوع
رده
QA402.5 .B66 2019
QA402
.
5
.
B66
2019
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
3030149773
(Number (ISBN
3030149781
(Number (ISBN
9783030149772
(Number (ISBN
9783030149789
Erroneous ISBN
3030149765
Erroneous ISBN
9783030149765
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Convex and stochastic optimization /
General Material Designation
[Book]
First Statement of Responsibility
J. Frédéric 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
1 online resource
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 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 -- 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.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Springer Nature
Stock Number
com.springer.onix.9783030149772
OTHER EDITION IN ANOTHER MEDIUM
Title
Convex and stochastic optimization.
International Standard Book Number
9783030149765
TOPICAL NAME USED AS SUBJECT
Convex functions.
Mathematical optimization.
Stochastic processes.
Convex functions.
Mathematical optimization.
Stochastic processes.
(SUBJECT CATEGORY (Provisional
MAT003000
PBU
PBU
DEWEY DECIMAL CLASSIFICATION
Number
519
.
6
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA402
.
5
Book number
.
B66
2019
PERSONAL NAME - PRIMARY RESPONSIBILITY
Bonnans, J. F., (Joseph Frédéric),1957-
ORIGINATING SOURCE
Date of Transaction
20200823084121.0
Cataloguing Rules (Descriptive Conventions))
pn
ELECTRONIC LOCATION AND ACCESS
Electronic name
مطالعه متن کتاب [Book]
Y
